+238.6%
SCHD vs MAR
+450.9%
-212.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | -2.0% | -0.5% | -1.4% | -1.8% |
| 30D | -0.4% | -5.4% | +5.0% | +1.1% |
| 3M | +5.7% | -15.5% | +21.2% | +10.6% |
| 6M | +11.9% | +3.0% | +8.9% | +10.3% |
| YTD | +26.4% | +8.5% | +17.9% | +22.4% |
| 1Y | +27.6% | +26.0% | +1.7% | +18.0% |
| 3Y | +54.9% | +68.6% | -13.7% | +30.2% |
| 5Y | +60.9% | +157.4% | -96.4% | +17.2% |
| All | +238.6% | +450.9% | -212.3% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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