+60.7%
SCHD vs MOD
+1,517.7%
-1,457.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -1.1% | +6.3% | -7.5% | -1.6% |
| 30D | +1.5% | -1.7% | +3.2% | +1.5% |
| 3M | +7.4% | -30.1% | +37.5% | +10.0% |
| 6M | +12.4% | +2.7% | +9.7% | +10.4% |
| YTD | +27.5% | +44.1% | -16.6% | +20.8% |
| 1Y | +30.0% | +38.7% | -8.7% | +22.8% |
| 3Y | +56.5% | +309.8% | -253.3% | +22.3% |
| 5Y | +60.7% | +1,569.7% | -1,509.0% | -2.3% |
| All | +60.7% | +1,517.7% | -1,457.1% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling