+1,079.5%
MPC vs SGI
+390.8%
+688.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.2% | +0.3% |
| 7D | -16.2% | +1.0% | -17.1% | -16.7% |
| 30D | -15.7% | +3.9% | -19.6% | -17.1% |
| 3M | +24.9% | -0.8% | +25.7% | +24.0% |
| 6M | +52.7% | -18.0% | +70.6% | +57.9% |
| YTD | +131.9% | -27.6% | +159.5% | +145.6% |
| 1Y | +96.6% | -27.2% | +123.9% | +107.7% |
| 3Y | +163.8% | +76.0% | +87.8% | +106.1% |
| 5Y | +533.1% | +50.0% | +483.2% | +392.9% |
| All | +1,079.5% | +390.8% | +688.7% | +439.2% |
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