+551.1%
SCHD vs MO
+519.3%
+31.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -3.1% | -1.0% | -2.1% | -2.7% |
| 30D | -0.8% | +5.8% | -6.6% | -3.1% |
| 3M | +6.2% | -4.5% | +10.7% | +7.6% |
| 6M | +11.8% | +5.7% | +6.1% | +8.3% |
| YTD | +26.0% | +23.1% | +2.8% | +14.4% |
| 1Y | +28.1% | +10.9% | +17.2% | +21.1% |
| 3Y | +54.6% | +96.1% | -41.6% | +13.0% |
| 5Y | +60.3% | +100.1% | -39.8% | +14.3% |
| 10Y | +242.1% | +114.0% | +128.2% | +120.0% |
| All | +551.1% | +519.3% | +31.8% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling