+60.2%
SCHD vs MCHP
+3.6%
+56.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.2% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -0.4% | -6.0% | +5.6% | +0.6% |
| 3M | +5.7% | -19.7% | +25.4% | +8.9% |
| 6M | +11.9% | +14.0% | -2.2% | +6.9% |
| YTD | +26.4% | +18.4% | +8.0% | +19.4% |
| 1Y | +27.6% | +17.1% | +10.5% | +20.1% |
| 3Y | +54.9% | +0.7% | +54.2% | +43.7% |
| All | +60.2% | +3.6% | +56.5% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling