+37.0%
MDT vs SCHG
+459.0%
-422.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -3.4% | -1.0% | -2.4% | -2.9% |
| 30D | +0.2% | -1.3% | +1.5% | +0.8% |
| 3M | +14.3% | +5.4% | +8.8% | +10.9% |
| 6M | +4.0% | +14.4% | -10.4% | -3.6% |
| YTD | -3.7% | +8.0% | -11.7% | -8.1% |
| 1Y | -0.4% | +12.7% | -13.1% | -7.4% |
| 3Y | +23.3% | +85.6% | -62.3% | -16.7% |
| 5Y | -18.9% | +85.5% | -104.4% | -46.4% |
| All | +37.0% | +459.0% | -422.0% | -63.3% |
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 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