+20.3%
SGOV vs MPC
+1,233.8%
-1,213.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | 0.0% | +1.8% | -1.8% | 0.0% |
| 30D | +0.3% | +14.0% | -13.7% | +0.3% |
| 3M | +0.9% | +52.2% | -51.3% | +0.9% |
| 6M | +1.8% | +75.8% | -73.9% | +1.8% |
| YTD | +2.5% | +146.3% | -143.7% | +2.5% |
| 1Y | +3.8% | +120.8% | -117.0% | +3.8% |
| 3Y | +14.4% | +172.6% | -158.3% | +14.4% |
| 5Y | +20.2% | +678.2% | -658.1% | +20.2% |
| All | +20.3% | +1,233.8% | -1,213.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling