+1,078.5%
SCHG vs MLM
+602.0%
+476.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.3% | -2.9% | +1.6% | -0.2% |
| 30D | -7.9% | +10.4% | -18.3% | -11.2% |
| 3M | -5.4% | -3.7% | -1.7% | -4.5% |
| 6M | -0.6% | -10.3% | +9.7% | +2.3% |
| YTD | +4.1% | -14.8% | +18.9% | +8.5% |
| 1Y | +2.8% | -13.9% | +16.7% | +6.7% |
| 3Y | +77.7% | +18.4% | +59.3% | +62.7% |
| 5Y | +71.3% | +31.8% | +39.5% | +49.5% |
| 10Y | +429.5% | +143.4% | +286.0% | +251.7% |
| All | +1,078.5% | +602.0% | +476.5% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling