+288.0%
MMM vs SCHG
+1,127.0%
-839.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.4% |
| 7D | -2.6% | -0.9% | -1.7% | -2.0% |
| 30D | -9.3% | -2.3% | -7.0% | -7.9% |
| 3M | +5.6% | +4.5% | +1.1% | +2.3% |
| 6M | +9.5% | +13.6% | -4.1% | 0.0% |
| YTD | +4.1% | +7.6% | -3.4% | -1.4% |
| 1Y | +9.4% | +13.0% | -3.7% | -0.1% |
| 3Y | +101.0% | +87.0% | +14.0% | +28.3% |
| 5Y | +26.1% | +82.9% | -56.7% | -20.5% |
| 10Y | +54.7% | +453.6% | -398.9% | -63.5% |
| All | +288.0% | +1,127.0% | -839.0% | -56.3% |
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 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