+1,116.6%
MPC vs SGI
+267.9%
+848.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +5.4% | +8.5% | -3.1% | +3.0% |
| 30D | +31.0% | +0.7% | +30.3% | +30.4% |
| 3M | +46.0% | +0.6% | +45.4% | +44.4% |
| 6M | +77.3% | -17.9% | +95.3% | +82.9% |
| YTD | +141.9% | -21.2% | +163.1% | +151.9% |
| 1Y | +120.9% | -18.9% | +139.8% | +126.9% |
| 3Y | +182.7% | +52.6% | +130.0% | +134.1% |
| 5Y | +646.4% | +60.7% | +585.7% | +480.0% |
| All | +1,116.6% | +267.9% | +848.7% | +512.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling