+238.6%
SCHD vs MMM
+55.8%
+182.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | -2.0% | -2.1% | +0.2% | -1.1% |
| 30D | -0.4% | -9.8% | +9.4% | +3.8% |
| 3M | +5.7% | +4.9% | +0.8% | +3.3% |
| 6M | +11.9% | +7.3% | +4.5% | +8.0% |
| YTD | +26.4% | +4.5% | +21.9% | +22.8% |
| 1Y | +27.6% | +5.4% | +22.2% | +23.1% |
| 3Y | +54.9% | +98.6% | -43.6% | +8.1% |
| 5Y | +60.9% | +27.4% | +33.6% | +39.5% |
| All | +238.6% | +55.8% | +182.8% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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