+3,005.7%
MPC vs SGI
+334.8%
+2,670.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.2% |
| 7D | -12.8% | +5.3% | -18.1% | -14.1% |
| 30D | -12.7% | +8.2% | -20.9% | -14.9% |
| 3M | +27.1% | -2.2% | +29.3% | +26.6% |
| 6M | +45.8% | -8.4% | +54.2% | +45.9% |
| YTD | +134.7% | -23.4% | +158.1% | +143.6% |
| 1Y | +106.0% | -14.0% | +120.0% | +106.8% |
| 3Y | +165.5% | +78.8% | +86.7% | +114.8% |
| 5Y | +540.9% | +58.6% | +482.3% | +410.4% |
| 10Y | +1,133.6% | +427.8% | +705.8% | +551.5% |
| All | +3,005.7% | +334.8% | +2,670.9% | +1,515.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling