+41.8%
SCHD vs MLM
-11.4%
+53.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.5% |
| 7D | +3.2% | +9.1% | -5.9% | +1.8% |
| 30D | +10.7% | +14.6% | -4.0% | +8.3% |
| 3M | +7.8% | +0.3% | +7.5% | +7.5% |
| 6M | +16.7% | -7.5% | +24.2% | +17.7% |
| YTD | +35.3% | -10.2% | +45.5% | +34.6% |
| 1Y | +41.8% | -10.5% | +52.2% | +41.0% |
| All | +41.8% | -11.4% | +53.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling