+117.2%
MPC vs SGI
-10.7%
+128.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.8% | -14.9% | -7.1% |
| 7D | -10.9% | +12.1% | -23.0% | -9.4% |
| 30D | -9.4% | +12.1% | -21.5% | -7.9% |
| 3M | +26.0% | +0.4% | +25.5% | +26.9% |
| 6M | +56.5% | -4.0% | +60.5% | +58.6% |
| YTD | +144.3% | -21.2% | +165.5% | +157.8% |
| 1Y | +117.2% | -12.1% | +129.3% | +122.0% |
| All | +117.2% | -10.7% | +128.0% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling