+566.6%
SCHD vs MOD
+1,712.5%
-1,145.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.3% |
| 7D | -0.3% | +9.6% | -9.9% | -1.4% |
| 30D | +3.4% | 0.0% | +3.4% | +3.3% |
| 3M | +7.6% | -35.4% | +43.0% | +12.4% |
| 6M | +12.2% | -7.3% | +19.4% | +11.0% |
| YTD | +29.0% | +45.8% | -16.8% | +19.9% |
| 1Y | +30.3% | +43.1% | -12.9% | +20.3% |
| 3Y | +56.1% | +297.7% | -241.5% | +18.0% |
| 5Y | +60.4% | +1,478.8% | -1,418.3% | -4.7% |
| 10Y | +241.3% | +1,633.4% | -1,392.1% | +77.7% |
| All | +566.6% | +1,712.5% | -1,145.9% | +225.9% |
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 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