+199.8%
MPC vs SGI
+67.2%
+132.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +11.2% | -5.3% | +16.6% | +11.7% |
| 30D | -14.5% | -2.1% | -12.4% | -14.6% |
| 3M | +16.7% | -8.2% | +24.8% | +17.2% |
| 6M | +67.6% | -4.6% | +72.1% | +66.0% |
| YTD | +157.9% | -31.5% | +189.4% | +171.7% |
| 1Y | +116.7% | -30.8% | +147.5% | +127.5% |
| 3Y | +199.8% | +67.2% | +132.5% | +152.6% |
| All | +199.8% | +67.2% | +132.5% | +152.6% |
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