+302.4%
MXL vs SCHG
+459.0%
-156.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +6.2% |
| 7D | +18.9% | -1.0% | +19.9% | +20.8% |
| 30D | +0.3% | -1.3% | +1.6% | +2.3% |
| 3M | -8.0% | +5.4% | -13.5% | -14.8% |
| 6M | +341.2% | +14.4% | +326.8% | +265.5% |
| YTD | +327.8% | +8.0% | +319.8% | +287.5% |
| 1Y | +364.9% | +12.7% | +352.2% | +299.0% |
| 3Y | +229.2% | +85.6% | +143.6% | +46.6% |
| 5Y | +42.8% | +85.5% | -42.7% | -32.5% |
| All | +302.4% | +459.0% | -156.6% | -57.1% |
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