+238.6%
SCHD vs MDY
+177.2%
+61.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | -2.0% | -1.9% | -0.1% | -0.7% |
| 30D | -0.4% | -4.6% | +4.2% | +2.8% |
| 3M | +5.7% | -1.2% | +7.0% | +6.4% |
| 6M | +11.9% | +9.2% | +2.7% | +4.7% |
| YTD | +26.4% | +13.1% | +13.4% | +15.3% |
| 1Y | +27.6% | +13.0% | +14.6% | +16.2% |
| 3Y | +54.9% | +49.2% | +5.7% | +14.3% |
| 5Y | +60.9% | +47.2% | +13.7% | +18.0% |
| All | +238.6% | +177.2% | +61.5% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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