+588.3%
SCHD vs MLM
+785.3%
-196.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.7% |
| 7D | -0.7% | -3.8% | +3.2% | +0.4% |
| 30D | +7.9% | +11.0% | -3.1% | +4.7% |
| 3M | +6.0% | -3.1% | +9.1% | +6.7% |
| 6M | +14.5% | -9.8% | +24.3% | +17.2% |
| YTD | +33.2% | -14.4% | +47.5% | +37.6% |
| 1Y | +38.1% | -12.6% | +50.7% | +41.8% |
| 3Y | +73.5% | +19.7% | +53.8% | +60.7% |
| 5Y | +62.5% | +29.8% | +32.7% | +44.4% |
| 10Y | +253.7% | +153.5% | +100.2% | +148.9% |
| All | +588.3% | +785.3% | -196.9% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling