+185.4%
SCHD vs MDB
+997.6%
-812.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.6% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | -0.4% | -17.3% | +16.9% | +0.7% |
| 3M | +5.7% | +2.2% | +3.5% | +5.2% |
| 6M | +11.9% | +33.9% | -22.0% | +8.7% |
| YTD | +26.4% | -13.7% | +40.1% | +26.1% |
| 1Y | +27.6% | +9.1% | +18.5% | +24.7% |
| 3Y | +54.9% | -8.1% | +63.1% | +48.9% |
| 5Y | +60.9% | -25.9% | +86.8% | +50.3% |
| All | +185.4% | +997.6% | -812.2% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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