+1,112.5%
SCHG vs MKC
+293.1%
+819.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -2.7% | -2.8% | +0.1% | -1.8% |
| 30D | -2.2% | -3.4% | +1.2% | -1.2% |
| 3M | +6.2% | +3.8% | +2.4% | +4.3% |
| 6M | +13.4% | -17.9% | +31.3% | +20.1% |
| YTD | +7.1% | -23.6% | +30.7% | +15.7% |
| 1Y | +12.5% | -23.1% | +35.6% | +20.6% |
| 3Y | +86.2% | -31.5% | +117.7% | +104.0% |
| 5Y | +83.9% | -33.1% | +117.0% | +98.6% |
| 10Y | +451.3% | +29.3% | +422.0% | +305.9% |
| All | +1,112.5% | +293.1% | +819.3% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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