+62.6%
SCHD vs MLM
+41.9%
+20.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -0.3% | -2.9% | +2.6% | +0.6% |
| 30D | +3.4% | -6.8% | +10.3% | +5.6% |
| 3M | +7.6% | -11.2% | +18.9% | +11.0% |
| 6M | +12.2% | -21.8% | +34.0% | +20.2% |
| YTD | +29.0% | -17.0% | +45.9% | +34.8% |
| 1Y | +30.3% | -16.4% | +46.7% | +35.6% |
| 3Y | +56.1% | +14.5% | +41.7% | +43.2% |
| All | +62.6% | +41.9% | +20.6% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling