+257.7%
SCHD vs MOD
+822.6%
-564.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +1.4% | +16.1% | -14.7% | -0.2% |
| 30D | +7.7% | -38.5% | +46.2% | +12.7% |
| 3M | +5.7% | -46.8% | +52.5% | +12.0% |
| 6M | +14.9% | -61.6% | +76.5% | +25.1% |
| YTD | +34.2% | -20.5% | +54.7% | +32.3% |
| 1Y | +36.8% | -28.0% | +64.8% | +35.8% |
| 3Y | +73.2% | +134.9% | -61.8% | +37.9% |
| 5Y | +62.8% | +833.2% | -770.3% | +1.5% |
| All | +257.7% | +822.6% | -564.9% | +106.9% |
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