+147.2%
SCHD vs MP
+450.8%
-303.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -0.3% | -2.9% | +2.6% | -0.1% |
| 30D | +3.4% | +13.8% | -10.4% | +2.5% |
| 3M | +7.6% | -16.7% | +24.3% | +8.5% |
| 6M | +12.2% | -11.5% | +23.6% | +12.1% |
| YTD | +29.0% | +7.9% | +21.0% | +26.8% |
| 1Y | +30.3% | -15.0% | +45.3% | +29.0% |
| 3Y | +56.1% | +153.5% | -97.4% | +35.6% |
| 5Y | +60.4% | +58.7% | +1.8% | +42.3% |
| All | +147.2% | +450.8% | -303.6% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling