+54.9%
SCHD vs MCHP
0.0%
+54.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.1% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -0.4% | -6.0% | +5.6% | +0.3% |
| 3M | +5.7% | -19.7% | +25.4% | +8.2% |
| 6M | +11.9% | +14.0% | -2.2% | +7.8% |
| YTD | +26.4% | +18.4% | +8.0% | +20.6% |
| 1Y | +27.6% | +17.1% | +10.5% | +21.4% |
| 3Y | +54.9% | +0.7% | +54.2% | +41.2% |
| All | +54.9% | 0.0% | +54.9% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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