+553.0%
SCHD vs MET
+451.5%
+101.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.6% | -0.8% | -1.9% | -2.4% |
| 30D | -0.3% | -1.4% | +1.1% | +0.2% |
| 3M | +6.1% | +12.5% | -6.4% | +1.1% |
| 6M | +11.7% | +37.1% | -25.4% | -1.6% |
| YTD | +26.3% | +23.8% | +2.5% | +15.4% |
| 1Y | +28.8% | +24.1% | +4.6% | +17.2% |
| 3Y | +55.0% | +65.2% | -10.2% | +24.3% |
| 5Y | +60.0% | +82.3% | -22.2% | +21.9% |
| 10Y | +243.1% | +241.6% | +1.6% | +96.4% |
| All | +553.0% | +451.5% | +101.5% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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