+21.1%
SGOV vs MP
+291.5%
-270.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | +0.1% | +9.5% | -9.4% | +0.1% |
| 30D | +0.3% | -3.0% | +3.3% | +0.3% |
| 3M | +1.0% | -30.4% | +31.3% | +1.0% |
| 6M | +1.9% | -39.2% | +41.1% | +1.9% |
| YTD | +3.2% | -23.3% | +26.5% | +3.2% |
| 1Y | +3.8% | -32.6% | +36.4% | +3.8% |
| 3Y | +14.1% | +159.3% | -145.2% | +14.1% |
| 5Y | +21.0% | -16.4% | +37.4% | +21.0% |
| All | +21.1% | +291.5% | -270.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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