-7.7%
MDB vs SCHG
+5.5%
-13.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -4.5% |
| 7D | -16.5% | -2.5% | -14.0% | -12.1% |
| 30D | -8.6% | -5.4% | -3.1% | +2.3% |
| 3M | -13.6% | -2.2% | -11.4% | -8.2% |
| 6M | +24.1% | +5.2% | +18.9% | +18.4% |
| YTD | -21.8% | +6.8% | -28.5% | -24.2% |
| 1Y | -7.7% | +5.9% | -13.6% | -9.6% |
| All | -7.7% | +5.5% | -13.2% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling