+553.0%
SCHD vs MDY
+432.9%
+120.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.2% |
| 7D | -2.6% | -0.8% | -1.9% | -2.1% |
| 30D | -0.3% | -3.9% | +3.6% | +2.4% |
| 3M | +6.1% | 0.0% | +6.1% | +5.9% |
| 6M | +11.7% | +8.5% | +3.2% | +5.0% |
| YTD | +26.3% | +13.2% | +13.1% | +15.2% |
| 1Y | +28.8% | +15.0% | +13.7% | +15.9% |
| 3Y | +55.0% | +49.6% | +5.5% | +14.5% |
| 5Y | +60.0% | +46.0% | +14.0% | +18.5% |
| 10Y | +243.1% | +176.4% | +66.8% | +57.9% |
| All | +553.0% | +432.9% | +120.1% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling