+551.1%
SCHD vs MKC
+183.0%
+368.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -3.1% | -2.8% | -0.3% | -2.2% |
| 30D | -0.8% | -3.4% | +2.6% | +0.3% |
| 3M | +6.2% | +3.8% | +2.4% | +4.4% |
| 6M | +11.8% | -17.9% | +29.7% | +18.8% |
| YTD | +26.0% | -23.6% | +49.6% | +36.8% |
| 1Y | +28.1% | -23.1% | +51.2% | +38.4% |
| 3Y | +54.6% | -31.5% | +86.1% | +71.8% |
| 5Y | +60.3% | -33.1% | +93.4% | +76.2% |
| 10Y | +242.1% | +29.3% | +212.8% | +172.0% |
| All | +551.1% | +183.0% | +368.1% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling