+349.5%
MTUM vs SCHG
+459.0%
-109.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.5% |
| 7D | +0.7% | -1.0% | +1.8% | +1.6% |
| 30D | -2.4% | -1.3% | -1.2% | -1.4% |
| 3M | -3.6% | +5.4% | -9.1% | -8.1% |
| 6M | +23.7% | +14.4% | +9.2% | +10.0% |
| YTD | +22.9% | +8.0% | +14.9% | +15.0% |
| 1Y | +21.8% | +12.7% | +9.0% | +9.8% |
| 3Y | +114.4% | +85.6% | +28.8% | +25.5% |
| 5Y | +79.6% | +85.5% | -6.0% | +3.8% |
| All | +349.5% | +459.0% | -109.5% | -10.9% |
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