+3,101.0%
MPC vs SCHG
+948.1%
+2,152.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.1% |
| 7D | +5.4% | -0.7% | +6.1% | +6.0% |
| 30D | +31.0% | +0.2% | +30.7% | +30.5% |
| 3M | +46.0% | +2.2% | +43.8% | +42.2% |
| 6M | +77.3% | +15.0% | +62.3% | +53.6% |
| YTD | +141.9% | +9.2% | +132.7% | +119.1% |
| 1Y | +120.9% | +15.7% | +105.2% | +88.8% |
| 3Y | +182.7% | +87.3% | +95.4% | +46.9% |
| 5Y | +646.4% | +84.5% | +562.0% | +270.3% |
| 10Y | +1,138.7% | +448.7% | +690.0% | +52.6% |
| All | +3,101.0% | +948.1% | +2,152.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling