+588.3%
SCHD vs MPWR
+14,358.2%
-13,769.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +16.6% | -15.2% | -1.5% |
| 7D | -0.7% | +11.6% | -12.3% | -3.0% |
| 30D | +7.9% | +0.1% | +7.8% | +7.2% |
| 3M | +6.0% | -0.8% | +6.8% | +5.0% |
| 6M | +14.5% | -13.0% | +27.6% | +14.8% |
| YTD | +33.2% | +53.9% | -20.7% | +18.6% |
| 1Y | +38.1% | +45.8% | -7.7% | +24.1% |
| 3Y | +73.5% | +194.3% | -120.7% | +25.5% |
| 5Y | +62.5% | +160.1% | -97.7% | +13.6% |
| 10Y | +253.7% | +1,786.5% | -1,532.8% | +40.1% |
| All | +588.3% | +14,358.2% | -13,769.9% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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