+180.6%
MPC vs SGI
+54.7%
+126.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +5.4% | +8.5% | -3.1% | +4.5% |
| 30D | +31.0% | +0.7% | +30.3% | +30.8% |
| 3M | +46.0% | +0.6% | +45.4% | +45.4% |
| 6M | +77.3% | -17.9% | +95.3% | +82.5% |
| YTD | +141.9% | -21.2% | +163.1% | +151.1% |
| 1Y | +120.9% | -18.9% | +139.8% | +127.0% |
| All | +180.6% | +54.7% | +126.0% | +151.9% |
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