+63.6%
SCHD vs MCD
+21.9%
+41.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | +7.1% | +14.1% | -7.0% | +1.8% |
| 3M | +5.7% | +0.6% | +5.1% | +5.3% |
| 6M | +15.6% | 0.0% | +15.6% | +15.0% |
| YTD | +34.9% | -9.3% | +44.2% | +39.3% |
| 1Y | +37.4% | -9.3% | +46.7% | +41.7% |
| 3Y | +74.5% | +8.6% | +65.9% | +62.9% |
| All | +63.6% | +21.9% | +41.7% | +42.7% |
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