+566.6%
SCHD vs MLM
+758.3%
-191.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -0.3% | -2.9% | +2.6% | +0.5% |
| 30D | +3.4% | -6.8% | +10.3% | +5.5% |
| 3M | +7.6% | -11.2% | +18.9% | +10.9% |
| 6M | +12.2% | -21.8% | +34.0% | +19.5% |
| YTD | +29.0% | -17.0% | +45.9% | +34.6% |
| 1Y | +30.3% | -16.4% | +46.7% | +35.5% |
| 3Y | +56.1% | +14.5% | +41.7% | +46.3% |
| 5Y | +60.4% | +41.7% | +18.7% | +39.1% |
| 10Y | +241.3% | +200.0% | +41.2% | +131.2% |
| All | +566.6% | +758.3% | -191.7% | +223.2% |
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