+60.7%
SCHD vs MP
+61.8%
-1.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.2% |
| 7D | -1.1% | +3.0% | -4.2% | -1.3% |
| 30D | +1.5% | +8.3% | -6.8% | +0.9% |
| 3M | +7.4% | -3.8% | +11.3% | +7.3% |
| 6M | +12.4% | -4.9% | +17.3% | +11.7% |
| YTD | +27.5% | +9.6% | +17.9% | +25.0% |
| 1Y | +30.0% | -11.7% | +41.7% | +28.2% |
| 3Y | +56.5% | +158.5% | -102.0% | +32.0% |
| 5Y | +60.7% | +68.9% | -8.2% | +38.8% |
| All | +60.7% | +61.8% | -1.1% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling