+1,010.1%
MDB vs SCHG
+345.6%
+664.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.2% |
| 7D | -18.0% | -0.1% | -18.0% | -17.9% |
| 30D | -10.7% | -1.5% | -9.3% | -8.2% |
| 3M | +1.0% | +4.4% | -3.4% | -4.9% |
| 6M | +31.6% | +15.7% | +15.9% | +5.6% |
| YTD | -15.2% | +8.3% | -23.5% | -23.8% |
| 1Y | +10.1% | +14.2% | -4.1% | -9.0% |
| 3Y | -5.6% | +88.3% | -93.9% | -64.0% |
| 5Y | -24.5% | +83.5% | -108.0% | -66.3% |
| All | +1,010.1% | +345.6% | +664.5% | +71.1% |
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