+74.5%
SCHD vs MP
+161.0%
-86.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.4% |
| 7D | +2.7% | +9.5% | -6.8% | +2.4% |
| 30D | +7.1% | -3.0% | +10.1% | +7.2% |
| 3M | +5.7% | -30.4% | +36.1% | +6.8% |
| 6M | +15.6% | -39.2% | +54.8% | +17.2% |
| YTD | +34.9% | -23.3% | +58.2% | +34.9% |
| 1Y | +37.4% | -32.6% | +70.0% | +37.9% |
| 3Y | +74.5% | +159.3% | -84.7% | +52.0% |
| All | +74.5% | +161.0% | -86.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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