+413.2%
MP vs SCHG
+185.3%
+227.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.0% |
| 7D | -4.6% | -2.7% | -1.8% | -1.5% |
| 30D | -7.1% | -2.2% | -4.9% | -4.6% |
| 3M | -4.0% | +6.2% | -10.1% | -9.9% |
| 6M | -16.7% | +13.4% | -30.0% | -26.7% |
| YTD | +1.6% | +7.1% | -5.5% | -4.8% |
| 1Y | -17.8% | +12.5% | -30.3% | -26.9% |
| 3Y | +139.6% | +86.2% | +53.4% | +15.8% |
| 5Y | +50.5% | +83.9% | -33.5% | -24.0% |
| All | +413.2% | +185.3% | +227.9% | +102.7% |
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 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