+642.2%
MPC vs SGI
+60.4%
+581.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +5.4% | +8.5% | -3.1% | +4.1% |
| 30D | +31.0% | +0.7% | +30.3% | +30.7% |
| 3M | +46.0% | +0.6% | +45.4% | +45.2% |
| 6M | +77.3% | -17.9% | +95.3% | +81.6% |
| YTD | +141.9% | -21.2% | +163.1% | +149.6% |
| 1Y | +120.9% | -18.9% | +139.8% | +125.9% |
| 3Y | +182.7% | +52.6% | +130.0% | +152.3% |
| All | +642.2% | +60.4% | +581.9% | +551.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling