+60.2%
SCHD vs MDT
-19.5%
+79.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.0% | -3.4% | +1.5% | -0.8% |
| 30D | -0.4% | +0.2% | -0.6% | -0.5% |
| 3M | +5.7% | +14.3% | -8.5% | +0.9% |
| 6M | +11.9% | +4.0% | +7.9% | +10.1% |
| YTD | +26.4% | -3.7% | +30.1% | +27.5% |
| 1Y | +27.6% | -0.4% | +28.0% | +27.0% |
| 3Y | +54.9% | +23.3% | +31.6% | +41.9% |
| All | +60.2% | -19.5% | +79.6% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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