+214.2%
MDT vs SCHG
+1,121.7%
-907.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -1.6% | -2.7% | +1.1% | +0.1% |
| 30D | +1.0% | -2.2% | +3.3% | +2.4% |
| 3M | +15.2% | +6.2% | +9.0% | +10.7% |
| 6M | +3.7% | +13.4% | -9.7% | -4.7% |
| YTD | -3.0% | +7.1% | -10.1% | -7.8% |
| 1Y | +2.5% | +12.5% | -10.1% | -6.0% |
| 3Y | +26.5% | +86.2% | -59.7% | -20.0% |
| 5Y | -18.3% | +83.9% | -102.2% | -49.5% |
| 10Y | +40.2% | +451.3% | -411.1% | -66.6% |
| All | +214.2% | +1,121.7% | -907.5% | -62.0% |
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