+566.6%
SCHD vs MMM
+306.4%
+260.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -0.3% | -3.3% | +3.0% | +1.2% |
| 30D | +3.4% | -7.0% | +10.5% | +6.7% |
| 3M | +7.6% | +10.8% | -3.2% | +2.5% |
| 6M | +12.2% | +5.8% | +6.4% | +8.6% |
| YTD | +29.0% | +6.8% | +22.2% | +23.8% |
| 1Y | +30.3% | +10.4% | +19.9% | +22.7% |
| 3Y | +56.1% | +104.7% | -48.5% | +5.0% |
| 5Y | +60.4% | +23.6% | +36.9% | +39.0% |
| 10Y | +241.3% | +54.1% | +187.1% | +145.2% |
| All | +566.6% | +306.4% | +260.2% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling