+238.6%
SCHD vs MCO
+393.6%
-155.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -2.0% | -3.8% | +1.8% | -0.5% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | +5.7% | +7.7% | -2.0% | +2.3% |
| 6M | +11.9% | +7.0% | +4.9% | +8.1% |
| YTD | +26.4% | -6.4% | +32.8% | +27.9% |
| 1Y | +27.6% | -7.6% | +35.2% | +29.4% |
| 3Y | +54.9% | +43.2% | +11.7% | +28.3% |
| 5Y | +60.9% | +29.6% | +31.4% | +35.8% |
| All | +238.6% | +393.6% | -155.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling