+398.0%
MTZ vs SCHG
+432.0%
-34.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.5% |
| 7D | +5.0% | +2.7% | +2.2% | +2.5% |
| 30D | -6.0% | -5.2% | -0.8% | -1.2% |
| 3M | -36.1% | -5.2% | -31.0% | -32.9% |
| 6M | -56.9% | -0.6% | -56.3% | -56.7% |
| YTD | -15.9% | +4.7% | -20.6% | -19.8% |
| 1Y | -3.8% | +6.0% | -9.9% | -9.2% |
| 3Y | +272.3% | +78.9% | +193.3% | +124.5% |
| 5Y | +91.1% | +69.9% | +21.2% | +18.6% |
| All | +398.0% | +432.0% | -34.0% | -29.1% |
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 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