+553.6%
SCHD vs MCK
+1,247.4%
-693.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.0% | -2.9% | +1.0% | -1.2% |
| 30D | -0.4% | +0.4% | -0.8% | -0.6% |
| 3M | +5.7% | +12.1% | -6.4% | +2.3% |
| 6M | +11.9% | -5.4% | +17.3% | +13.0% |
| YTD | +26.4% | +7.8% | +18.7% | +22.5% |
| 1Y | +27.6% | +22.9% | +4.7% | +18.9% |
| 3Y | +54.9% | +110.7% | -55.8% | +20.6% |
| 5Y | +60.9% | +346.2% | -285.2% | -2.2% |
| 10Y | +243.4% | +440.1% | -196.7% | +86.7% |
| All | +553.6% | +1,247.4% | -693.8% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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