+438.9%
SCHG vs MLM
+140.0%
+298.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +4.6% | -2.0% | +6.6% | +5.3% |
| 30D | -6.2% | +9.5% | -15.7% | -9.4% |
| 3M | -3.5% | -4.7% | +1.2% | -2.1% |
| 6M | +0.9% | -10.7% | +11.6% | +4.1% |
| YTD | +5.6% | -16.6% | +22.1% | +11.0% |
| 1Y | +4.4% | -15.4% | +19.8% | +9.2% |
| 3Y | +80.1% | +15.9% | +64.2% | +65.2% |
| 5Y | +71.3% | +27.1% | +44.1% | +49.4% |
| All | +438.9% | +140.0% | +298.9% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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