+56.5%
SCHD vs MCD
-1.1%
+57.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -1.1% | -2.0% | +0.9% | -0.6% |
| 30D | +1.5% | -6.1% | +7.6% | +3.3% |
| 3M | +7.4% | -7.3% | +14.7% | +9.5% |
| 6M | +12.4% | -20.9% | +33.3% | +19.9% |
| YTD | +27.5% | -14.7% | +42.2% | +32.9% |
| 1Y | +30.0% | -16.1% | +46.1% | +36.1% |
| 3Y | +56.5% | -1.5% | +58.0% | +55.0% |
| All | +56.5% | -1.1% | +57.6% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 3y: compounded portfolio wealth divided by compounded MCD 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…
3y analysis · Full analysis span regression · 6 months rolling