+191.1%
SCHD vs MDB
+1,017.4%
-826.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | -0.3% | -17.4% | +17.2% | +0.9% |
| 30D | +3.4% | -2.0% | +5.5% | +3.4% |
| 3M | +7.6% | -3.0% | +10.6% | +7.4% |
| 6M | +12.2% | +48.7% | -36.5% | +8.2% |
| YTD | +29.0% | -12.1% | +41.1% | +28.5% |
| 1Y | +30.3% | +14.5% | +15.8% | +26.9% |
| 3Y | +56.1% | -6.1% | +62.3% | +49.9% |
| 5Y | +60.4% | -27.3% | +87.8% | +50.1% |
| All | +191.1% | +1,017.4% | -826.3% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling