+58.9%
SCHD vs MOD
+331.6%
-272.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.0% |
| 7D | -0.3% | +9.6% | -9.9% | -0.8% |
| 30D | +3.4% | 0.0% | +3.4% | +3.4% |
| 3M | +7.6% | -35.4% | +43.0% | +10.0% |
| 6M | +12.2% | -7.3% | +19.4% | +11.5% |
| YTD | +29.0% | +45.8% | -16.8% | +24.0% |
| 1Y | +30.3% | +43.1% | -12.9% | +24.8% |
| All | +58.9% | +331.6% | -272.7% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling