+453.6%
SCHG vs MLM
+203.1%
+250.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -0.9% | -2.7% | +1.8% | +0.1% |
| 30D | -2.3% | -8.3% | +6.0% | +0.7% |
| 3M | +4.5% | -12.0% | +16.5% | +8.7% |
| 6M | +13.6% | -17.6% | +31.2% | +20.7% |
| YTD | +7.6% | -18.9% | +26.4% | +14.4% |
| 1Y | +13.0% | -17.6% | +30.7% | +19.3% |
| 3Y | +87.0% | +16.8% | +70.2% | +71.6% |
| 5Y | +82.9% | +41.0% | +41.8% | +55.7% |
| 10Y | +453.6% | +209.3% | +244.3% | +259.6% |
| All | +453.6% | +203.1% | +250.6% | +259.6% |
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