+551.1%
SCHD vs MCHP
+514.0%
+37.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -3.1% | -2.1% | -1.0% | -2.6% |
| 30D | -0.8% | -11.1% | +10.3% | +2.0% |
| 3M | +6.2% | -18.1% | +24.3% | +10.0% |
| 6M | +11.8% | +10.8% | +1.0% | +6.0% |
| YTD | +26.0% | +14.2% | +11.7% | +17.7% |
| 1Y | +28.1% | +13.5% | +14.7% | +19.1% |
| 3Y | +54.6% | -2.0% | +56.6% | +41.2% |
| 5Y | +60.3% | +1.4% | +58.9% | +39.0% |
| 10Y | +242.1% | +195.5% | +46.6% | +89.7% |
| All | +551.1% | +514.0% | +37.1% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling