+1,112.5%
SCHG vs MDY
+518.0%
+594.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.4% |
| 7D | -2.7% | -2.5% | -0.2% | -0.6% |
| 30D | -2.2% | -5.0% | +2.8% | +2.1% |
| 3M | +6.2% | +0.5% | +5.7% | +5.7% |
| 6M | +13.4% | +8.0% | +5.4% | +6.2% |
| YTD | +7.1% | +12.2% | -5.0% | -3.0% |
| 1Y | +12.5% | +14.0% | -1.5% | +0.4% |
| 3Y | +86.2% | +48.2% | +38.0% | +32.4% |
| 5Y | +83.9% | +46.1% | +37.9% | +33.0% |
| 10Y | +451.3% | +173.8% | +277.5% | +128.3% |
| All | +1,112.5% | +518.0% | +594.5% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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