+238.6%
SCHD vs MKC
+29.9%
+208.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.0% | -1.5% | -0.5% | -1.5% |
| 30D | -0.4% | -3.1% | +2.7% | +0.5% |
| 3M | +5.7% | +5.2% | +0.5% | +3.7% |
| 6M | +11.9% | -12.8% | +24.7% | +16.1% |
| YTD | +26.4% | -23.3% | +49.7% | +36.2% |
| 1Y | +27.6% | -24.1% | +51.7% | +37.6% |
| 3Y | +54.9% | -32.1% | +87.0% | +71.6% |
| 5Y | +60.9% | -32.8% | +93.7% | +75.7% |
| All | +238.6% | +29.9% | +208.8% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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