+60.2%
SCHD vs MCO
+28.6%
+31.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -2.0% | -3.8% | +1.8% | -0.8% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | +5.7% | +7.7% | -2.0% | +3.0% |
| 6M | +11.9% | +7.0% | +4.9% | +8.9% |
| 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% | +32.1% |
| All | +60.2% | +28.6% | +31.5% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling