+58.9%
SCHD vs MLM
+20.2%
+38.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -0.3% | -2.9% | +2.6% | +0.4% |
| 30D | +3.4% | -6.8% | +10.3% | +5.1% |
| 3M | +7.6% | -11.2% | +18.9% | +10.3% |
| 6M | +12.2% | -21.8% | +34.0% | +18.6% |
| YTD | +29.0% | -17.0% | +45.9% | +33.5% |
| 1Y | +30.3% | -16.4% | +46.7% | +34.3% |
| All | +58.9% | +20.2% | +38.7% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling