+60.3%
SCHD vs MDB
-22.0%
+82.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.5% |
| 7D | -3.1% | -2.8% | -0.4% | -3.0% |
| 30D | -0.8% | -14.9% | +14.0% | -0.1% |
| 3M | +6.2% | +7.3% | -1.1% | +5.4% |
| 6M | +11.8% | +38.2% | -26.4% | +8.9% |
| YTD | +26.0% | -10.9% | +36.9% | +25.5% |
| 1Y | +28.1% | +11.6% | +16.5% | +25.5% |
| 3Y | +54.6% | -0.9% | +55.5% | +48.3% |
| 5Y | +60.3% | -23.5% | +83.8% | +48.7% |
| All | +60.3% | -22.0% | +82.3% | +48.7% |
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