+150.9%
MP vs SCHG
+85.5%
+65.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.2% |
| 7D | -0.7% | -0.9% | +0.1% | +0.1% |
| 30D | -0.7% | -2.3% | +1.6% | +1.8% |
| 3M | 0.0% | +4.5% | -4.5% | -4.0% |
| 6M | -10.0% | +13.6% | -23.5% | -19.6% |
| YTD | +7.5% | +7.6% | -0.1% | +0.7% |
| 1Y | -14.0% | +13.0% | -27.1% | -22.6% |
| All | +150.9% | +85.5% | +65.5% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling