+553.0%
SCHD vs MAR
+1,281.5%
-728.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -0.3% | -4.7% | +4.4% | +1.1% |
| 3M | +6.1% | -15.6% | +21.7% | +11.2% |
| 6M | +11.7% | +1.2% | +10.5% | +10.6% |
| YTD | +26.3% | +7.5% | +18.8% | +22.4% |
| 1Y | +28.8% | +26.6% | +2.1% | +18.4% |
| 3Y | +55.0% | +66.0% | -10.9% | +29.7% |
| 5Y | +60.0% | +154.1% | -94.1% | +14.9% |
| 10Y | +243.1% | +441.9% | -198.7% | +80.7% |
| All | +553.0% | +1,281.5% | -728.5% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling