+341.2%
MXL vs SCHG
+14.2%
+327.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +5.5% |
| 7D | +18.9% | -1.0% | +19.9% | +21.7% |
| 30D | +0.3% | -1.3% | +1.6% | +3.2% |
| 3M | -8.0% | +5.4% | -13.5% | -18.9% |
| 6M | +341.2% | +14.4% | +326.8% | +242.8% |
| All | +341.2% | +14.2% | +327.1% | +242.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling