+26.4%
SCHG vs MULL
+2,366.2%
-2,339.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.3% | +8.9% | +0.3% |
| 7D | -2.7% | +3.6% | -6.3% | -3.1% |
| 30D | -2.2% | +22.0% | -24.2% | -4.1% |
| 3M | +6.2% | -8.6% | +14.8% | +2.6% |
| 6M | +13.4% | +248.5% | -235.2% | -8.1% |
| YTD | +7.1% | +516.3% | -509.2% | -20.6% |
| 1Y | +12.5% | +2,036.6% | -2,024.1% | -31.4% |
| All | +26.4% | +2,366.2% | -2,339.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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