+61.5%
SCHD vs MCD
+20.5%
+41.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -1.1% | -2.0% | +0.9% | -0.4% |
| 30D | +1.5% | -6.1% | +7.6% | +3.9% |
| 3M | +7.4% | -7.3% | +14.7% | +10.3% |
| 6M | +12.4% | -20.9% | +33.3% | +22.8% |
| YTD | +27.5% | -14.7% | +42.2% | +34.9% |
| 1Y | +30.0% | -16.1% | +46.1% | +38.4% |
| 3Y | +56.5% | -1.5% | +58.0% | +53.2% |
| All | +61.5% | +20.5% | +41.0% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling