+238.6%
SCHD vs MO
+114.7%
+124.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -0.4% | +7.1% | -7.6% | -3.0% |
| 3M | +5.7% | -2.0% | +7.7% | +6.0% |
| 6M | +11.9% | +7.3% | +4.6% | +7.9% |
| YTD | +26.4% | +23.5% | +3.0% | +15.1% |
| 1Y | +27.6% | +11.0% | +16.6% | +20.8% |
| 3Y | +54.9% | +95.0% | -40.1% | +14.6% |
| 5Y | +60.9% | +100.6% | -39.7% | +15.8% |
| All | +238.6% | +114.7% | +124.0% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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