+25.7%
MMM vs SCHG
+81.2%
-55.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -3.2% | -2.7% | -0.5% | -1.9% |
| 30D | -10.7% | -2.2% | -8.5% | -9.7% |
| 3M | +4.3% | +6.2% | -1.9% | +1.0% |
| 6M | +5.9% | +13.4% | -7.5% | -1.0% |
| YTD | +3.2% | +7.1% | -4.0% | -0.8% |
| 1Y | +8.0% | +12.5% | -4.5% | +1.1% |
| 3Y | +99.1% | +86.2% | +12.9% | +45.0% |
| 5Y | +25.7% | +83.9% | -58.2% | -13.9% |
| All | +25.7% | +81.2% | -55.4% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling