+9.1%
MDB vs SCHG
+13.0%
-4.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -4.6% |
| 7D | -1.8% | -1.0% | -0.7% | -0.1% |
| 30D | -17.3% | -1.3% | -16.0% | -15.1% |
| 3M | +2.2% | +5.4% | -3.2% | -5.3% |
| 6M | +33.9% | +14.4% | +19.5% | +11.2% |
| YTD | -13.7% | +8.0% | -21.7% | -20.5% |
| 1Y | +9.1% | +12.7% | -3.7% | -7.3% |
| All | +9.1% | +13.0% | -4.0% | -7.3% |
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 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