+297.0%
MXL vs SCHG
+5.5%
+291.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.3% | -12.4% | -14.4% |
| 7D | -24.3% | -2.5% | -21.8% | -19.1% |
| 30D | -46.1% | -5.4% | -40.7% | -36.4% |
| 3M | -21.8% | -2.2% | -19.7% | -14.4% |
| 6M | -27.2% | +5.2% | -32.4% | -32.0% |
| YTD | +226.2% | +6.8% | +219.4% | +201.0% |
| 1Y | +297.0% | +5.9% | +291.1% | +277.8% |
| All | +297.0% | +5.5% | +291.5% | +277.8% |
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