+597.4%
SCHD vs MCD
+351.7%
+245.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +2.7% | -1.6% | +4.3% | +3.4% |
| 30D | +7.1% | +14.1% | -7.0% | +0.7% |
| 3M | +5.7% | +0.6% | +5.1% | +5.2% |
| 6M | +15.6% | 0.0% | +15.6% | +14.9% |
| YTD | +34.9% | -9.3% | +44.2% | +40.0% |
| 1Y | +37.4% | -9.3% | +46.7% | +42.4% |
| 3Y | +74.5% | +8.6% | +65.9% | +63.5% |
| 5Y | +63.7% | +21.9% | +41.8% | +44.0% |
| 10Y | +259.1% | +202.8% | +56.3% | +103.3% |
| All | +597.4% | +351.7% | +245.7% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling