+1,029.4%
MDB vs SCHG
+344.5%
+685.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -4.5% |
| 7D | -1.8% | -1.0% | -0.7% | -0.2% |
| 30D | -17.3% | -1.3% | -16.0% | -15.2% |
| 3M | +2.2% | +5.4% | -3.2% | -5.3% |
| 6M | +33.9% | +14.4% | +19.5% | +9.3% |
| YTD | -13.7% | +8.0% | -21.7% | -22.2% |
| 1Y | +9.1% | +12.7% | -3.7% | -8.0% |
| 3Y | -8.1% | +85.6% | -93.7% | -64.2% |
| 5Y | -25.9% | +85.5% | -111.4% | -67.4% |
| All | +1,029.4% | +344.5% | +685.0% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling