+309.8%
MOD vs SCHG
+88.4%
+221.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | +0.2% |
| 7D | +6.3% | -0.1% | +6.4% | +6.4% |
| 30D | -1.7% | -1.5% | -0.2% | +0.8% |
| 3M | -30.1% | +4.4% | -34.5% | -35.3% |
| 6M | +2.7% | +15.7% | -13.0% | -20.2% |
| YTD | +44.1% | +8.3% | +35.8% | +25.3% |
| 1Y | +38.7% | +14.2% | +24.5% | +11.1% |
| 3Y | +309.8% | +88.3% | +221.5% | +58.3% |
| All | +309.8% | +88.4% | +221.4% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling