+53.1%
MMM vs SCHG
+459.0%
-405.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | -2.1% | -1.0% | -1.1% | -1.5% |
| 30D | -9.8% | -1.3% | -8.6% | -9.2% |
| 3M | +4.9% | +5.4% | -0.5% | +1.6% |
| 6M | +7.3% | +14.4% | -7.1% | -1.2% |
| YTD | +4.5% | +8.0% | -3.5% | -0.6% |
| 1Y | +5.4% | +12.7% | -7.4% | -2.5% |
| 3Y | +98.6% | +85.6% | +13.0% | +35.4% |
| 5Y | +27.4% | +85.5% | -58.1% | -15.0% |
| All | +53.1% | +459.0% | -405.9% | -56.5% |
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