+243.1%
SCHD vs MOD
+1,486.8%
-1,243.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.6% |
| 7D | -2.6% | +3.6% | -6.2% | -3.0% |
| 30D | -0.3% | -2.6% | +2.3% | -0.1% |
| 3M | +6.1% | -33.1% | +39.2% | +10.1% |
| 6M | +11.7% | -7.5% | +19.2% | +10.7% |
| YTD | +26.3% | +39.3% | -13.0% | +18.4% |
| 1Y | +28.8% | +34.3% | -5.5% | +20.1% |
| 3Y | +55.0% | +296.2% | -241.1% | +17.7% |
| 5Y | +60.0% | +1,504.6% | -1,444.5% | -4.8% |
| 10Y | +243.1% | +1,511.5% | -1,268.4% | +86.1% |
| All | +243.1% | +1,486.8% | -1,243.6% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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