+191.2%
MPC vs SGI
+72.0%
+119.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | +2.6% | -10.5% | +13.1% | +3.4% |
| 30D | -12.2% | +0.1% | -12.3% | -12.4% |
| 3M | +20.1% | -4.0% | +24.0% | +20.2% |
| 6M | +60.6% | -5.6% | +66.2% | +59.9% |
| YTD | +150.6% | -29.5% | +180.1% | +163.4% |
| 1Y | +104.7% | -31.5% | +136.2% | +116.7% |
| All | +191.2% | +72.0% | +119.2% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling