+1,064.5%
MOD vs SCHG
+432.0%
+632.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.8% | +28.6% | +28.8% |
| 7D | +40.4% | +2.7% | +37.7% | +36.2% |
| 30D | -14.0% | -5.2% | -8.8% | -8.4% |
| 3M | -33.3% | -5.2% | -28.2% | -28.7% |
| 6M | -51.4% | -0.6% | -50.8% | -50.4% |
| YTD | +1.6% | +4.7% | -3.1% | -2.0% |
| 1Y | +5.4% | +6.0% | -0.6% | +0.9% |
| 3Y | +191.0% | +78.9% | +112.1% | +77.3% |
| 5Y | +1,093.1% | +69.9% | +1,023.2% | +657.3% |
| All | +1,064.5% | +432.0% | +632.5% | +88.4% |
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