+687.0%
MCHP vs SCHG
+1,132.2%
-445.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.6% |
| 7D | 0.0% | -1.0% | +1.1% | +1.4% |
| 30D | -6.0% | -1.3% | -4.8% | -4.6% |
| 3M | -19.7% | +5.4% | -25.1% | -24.4% |
| 6M | +14.0% | +14.4% | -0.4% | -2.8% |
| YTD | +18.4% | +8.0% | +10.4% | +8.0% |
| 1Y | +17.1% | +12.7% | +4.4% | +1.5% |
| 3Y | +0.7% | +85.6% | -84.9% | -51.1% |
| 5Y | +5.1% | +85.5% | -80.4% | -48.2% |
| 10Y | +206.3% | +456.0% | -249.7% | -53.9% |
| All | +687.0% | +1,132.2% | -445.2% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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