+9,354.0%
MU vs SCHG
+1,135.4%
+8,218.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.4% |
| 7D | +7.2% | -0.1% | +7.2% | +7.1% |
| 30D | +14.0% | -1.5% | +15.5% | +16.3% |
| 3M | +5.4% | +4.4% | +1.0% | -0.9% |
| 6M | +170.3% | +15.7% | +154.6% | +121.2% |
| YTD | +250.7% | +8.3% | +242.4% | +217.2% |
| 1Y | +662.1% | +14.2% | +647.9% | +548.4% |
| 3Y | +1,341.2% | +88.3% | +1,252.9% | +526.9% |
| 5Y | +1,319.3% | +83.5% | +1,235.9% | +533.9% |
| 10Y | +5,778.3% | +444.2% | +5,334.1% | +336.0% |
| All | +9,354.0% | +1,135.4% | +8,218.7% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling