-34.6%
MP vs SCHG
+5.5%
-40.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.3% | -7.4% |
| 7D | -12.5% | -2.5% | -10.0% | -8.4% |
| 30D | -23.3% | -5.4% | -17.9% | -14.8% |
| 3M | -24.4% | -2.2% | -22.2% | -21.0% |
| 6M | -45.8% | +5.2% | -50.9% | -50.3% |
| YTD | -28.9% | +6.8% | -35.7% | -36.0% |
| 1Y | -34.6% | +5.9% | -40.5% | -38.7% |
| All | -34.6% | +5.5% | -40.1% | -38.7% |
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