+267.3%
MP vs SCHG
+181.9%
+85.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -1.2% |
| 7D | +2.3% | -0.9% | +3.1% | +3.5% |
| 30D | -15.3% | -5.9% | -9.4% | -8.9% |
| 3M | -33.5% | -3.4% | -30.2% | -30.5% |
| 6M | -45.5% | +1.1% | -46.6% | -45.6% |
| YTD | -27.3% | +5.9% | -33.2% | -30.7% |
| 1Y | -40.7% | +4.6% | -45.3% | -42.4% |
| 3Y | +145.9% | +80.6% | +65.2% | +23.8% |
| 5Y | -13.9% | +73.9% | -87.8% | -54.1% |
| All | +267.3% | +181.9% | +85.4% | +47.6% |
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