+566.6%
SCHD vs MPC
+3,231.5%
-2,664.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.3% | +5.4% | -5.7% | -1.5% |
| 30D | +3.4% | +31.0% | -27.5% | -2.8% |
| 3M | +7.6% | +46.0% | -38.4% | -1.6% |
| 6M | +12.2% | +77.3% | -65.2% | -2.5% |
| YTD | +29.0% | +141.9% | -112.9% | +4.1% |
| 1Y | +30.3% | +120.9% | -90.6% | +7.1% |
| 3Y | +56.1% | +182.7% | -126.5% | +18.8% |
| 5Y | +60.4% | +646.4% | -586.0% | -4.6% |
| 10Y | +241.3% | +1,138.7% | -897.5% | +68.0% |
| All | +566.6% | +3,231.5% | -2,664.9% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling