%run retropy.ipynb
dv = get('MULTPL/SP500_DIV_MONTH@Q', interpolate=False)
pr = get('MULTPL/SP500_INFLADJ_MONTH@Q', interpolate=False)
dv = dv.resample("MS").sum() / 12 * 0.75 # sync dates to start of month, and normalize divs to monthly not yearly, and reduce div taxes
tr = get_TR_from_PR_and_divs(pr, dv).dropna()
show(mcagr(tr, 12*10), ta=False, log=False, title="10-year rolling real NTR S&P500 return")
show(tr, title="real NTR S&P500 return")
# be sure to save before publish
publish()