+71.2%
SCHD vs MOD
+126.3%
-55.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -0.9% |
| 7D | -1.7% | -25.5% | +23.8% | -0.7% |
| 30D | +7.7% | -49.0% | +56.7% | +10.6% |
| 3M | +5.2% | -49.8% | +55.0% | +7.9% |
| 6M | +12.9% | -64.8% | +77.6% | +17.5% |
| YTD | +31.4% | -27.6% | +59.0% | +30.0% |
| 1Y | +37.3% | -35.2% | +72.5% | +36.4% |
| All | +71.2% | +126.3% | -55.1% | +39.4% |
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