-74.8%
MTUM vs SCHG
+0.2%
-75.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -77.1% | -5.5% | -71.6% | -64.2% |
| 7D | -79.0% | -6.8% | -72.2% | -66.7% |
| 30D | -80.7% | -11.2% | -69.5% | -67.8% |
| 3M | -79.8% | -7.4% | -72.4% | -67.7% |
| 6M | -78.4% | -1.0% | -77.4% | -68.0% |
| YTD | -74.9% | +0.9% | -75.8% | -63.6% |
| 1Y | -74.8% | -0.2% | -74.7% | -63.1% |
| All | -74.8% | +0.2% | -75.0% | -63.1% |
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