+243.1%
SCHD vs MLM
+203.1%
+40.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.4% |
| 7D | -2.6% | -2.7% | +0.1% | -1.8% |
| 30D | -0.3% | -8.3% | +8.0% | +2.3% |
| 3M | +6.1% | -12.0% | +18.0% | +9.8% |
| 6M | +11.7% | -17.6% | +29.3% | +17.7% |
| YTD | +26.3% | -18.9% | +45.2% | +33.2% |
| 1Y | +28.8% | -17.6% | +46.4% | +34.9% |
| 3Y | +55.0% | +16.8% | +38.3% | +43.1% |
| 5Y | +60.0% | +41.0% | +19.0% | +36.5% |
| 10Y | +243.1% | +209.3% | +33.8% | +128.7% |
| All | +243.1% | +203.1% | +40.1% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling