+69.8%
SCHG vs MLM
+27.9%
+41.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.4% | +1.7% |
| 7D | +0.3% | -3.8% | +4.1% | +2.1% |
| 30D | -7.2% | +11.0% | -18.2% | -11.8% |
| 3M | -4.7% | -3.1% | -1.6% | -3.6% |
| 6M | +0.1% | -9.8% | +9.9% | +3.7% |
| YTD | +4.8% | -14.4% | +19.2% | +10.2% |
| 1Y | +5.8% | -12.6% | +18.3% | +9.9% |
| 3Y | +82.5% | +19.7% | +62.8% | +53.3% |
| 5Y | +69.8% | +29.8% | +40.0% | +31.3% |
| All | +69.8% | +27.9% | +41.8% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling