+63.6%
SCHD vs MDB
-41.3%
+104.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | +2.7% | +6.8% | -4.1% | +2.3% |
| 30D | +7.1% | -6.2% | +13.3% | +7.4% |
| 3M | +5.7% | -29.2% | +35.0% | +7.3% |
| 6M | +15.6% | +10.3% | +5.3% | +13.9% |
| YTD | +34.9% | -20.4% | +55.3% | +34.9% |
| 1Y | +37.4% | -4.8% | +42.2% | +35.4% |
| 3Y | +74.5% | -11.6% | +86.1% | +68.1% |
| All | +63.6% | -41.3% | +104.9% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling