+588.3%
SCHD vs MOD
+888.4%
-300.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.9% | -8.5% | +0.3% |
| 7D | -0.7% | -13.9% | +13.2% | +0.5% |
| 30D | +7.9% | -41.5% | +49.4% | +13.9% |
| 3M | +6.0% | -45.7% | +51.7% | +12.4% |
| 6M | +14.5% | -61.1% | +75.7% | +25.1% |
| YTD | +33.2% | -20.5% | +53.7% | +31.4% |
| 1Y | +38.1% | -32.1% | +70.2% | +38.3% |
| 3Y | +73.5% | +146.5% | -72.9% | +37.2% |
| 5Y | +62.5% | +812.7% | -750.2% | +1.9% |
| 10Y | +253.7% | +966.8% | -713.1% | +92.5% |
| All | +588.3% | +888.4% | -300.0% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling