+36.8%
SCHD vs MOD
-30.7%
+67.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.3% |
| 7D | +1.4% | +16.1% | -14.7% | +1.5% |
| 30D | +7.7% | -38.5% | +46.2% | +7.7% |
| 3M | +5.7% | -46.8% | +52.5% | +5.9% |
| 6M | +14.9% | -61.6% | +76.5% | +15.9% |
| YTD | +34.2% | -20.5% | +54.7% | +32.3% |
| 1Y | +36.8% | -28.0% | +64.8% | +34.9% |
| All | +36.8% | -30.7% | +67.5% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling