-1.6%
MDLN vs SCHG
+7.3%
-8.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.3% | +17.1% | +17.7% |
| 7D | +24.7% | -2.5% | +27.2% | +26.0% |
| 30D | +12.7% | -5.4% | +18.2% | +15.6% |
| 3M | -4.0% | -2.2% | -1.9% | -3.2% |
| 6M | -8.7% | +5.2% | -13.9% | -10.6% |
| YTD | -3.9% | +6.8% | -10.7% | -8.7% |
| All | -1.6% | +7.3% | -8.9% | -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