-38.5%
MP vs SCHG
+4.1%
-42.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | -2.2% |
| 7D | +2.3% | -0.9% | +3.1% | +3.7% |
| 30D | -15.3% | -5.9% | -9.4% | -5.4% |
| 3M | -33.5% | -3.4% | -30.2% | -29.2% |
| 6M | -45.5% | +1.1% | -46.6% | -46.1% |
| YTD | -27.3% | +5.9% | -33.2% | -34.0% |
| All | -38.5% | +4.1% | -42.6% | -41.8% |
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