-15.0%
MP vs SCHG
+16.6%
-31.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.8% |
| 7D | -2.9% | -0.7% | -2.2% | -1.8% |
| 30D | +13.8% | +0.2% | +13.6% | +13.5% |
| 3M | -16.7% | +2.2% | -18.9% | -19.0% |
| 6M | -11.5% | +15.0% | -26.5% | -28.5% |
| YTD | +7.9% | +9.2% | -1.2% | -7.2% |
| 1Y | -15.0% | +15.7% | -30.8% | -29.9% |
| All | -15.0% | +16.6% | -31.7% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling