+56.5%
SCHD vs MPC
+176.9%
-120.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.5% |
| 7D | -1.1% | +3.9% | -5.0% | -1.8% |
| 30D | +1.5% | +33.8% | -32.3% | -3.9% |
| 3M | +7.4% | +49.9% | -42.4% | -0.7% |
| 6M | +12.4% | +80.9% | -68.6% | -0.5% |
| YTD | +27.5% | +147.4% | -119.9% | +5.0% |
| 1Y | +30.0% | +123.2% | -93.2% | +9.2% |
| 3Y | +56.5% | +171.7% | -115.2% | +20.2% |
| All | +56.5% | +176.9% | -120.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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