+1,245.2%
MU vs SCHG
+84.3%
+1,160.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.4% |
| 7D | -4.1% | -1.0% | -3.0% | -2.7% |
| 30D | +7.0% | -1.3% | +8.3% | +8.7% |
| 3M | -2.1% | +5.4% | -7.5% | -9.0% |
| 6M | +133.1% | +14.4% | +118.7% | +96.9% |
| YTD | +241.9% | +8.0% | +233.9% | +212.9% |
| 1Y | +548.8% | +12.7% | +536.0% | +469.9% |
| 3Y | +1,308.2% | +85.6% | +1,222.6% | +624.3% |
| All | +1,245.2% | +84.3% | +1,160.8% | +600.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling