+566.6%
SCHD vs MPWR
+12,629.2%
-12,062.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | +3.4% | -9.0% | +12.5% | +5.0% |
| 3M | +7.6% | -25.8% | +33.5% | +12.2% |
| 6M | +12.2% | +11.8% | +0.4% | +7.4% |
| YTD | +29.0% | +35.5% | -6.5% | +18.5% |
| 1Y | +30.3% | +45.3% | -15.0% | +17.3% |
| 3Y | +56.1% | +138.5% | -82.3% | +18.4% |
| 5Y | +60.4% | +152.8% | -92.3% | +12.6% |
| 10Y | +241.3% | +1,616.6% | -1,375.3% | +38.6% |
| All | +566.6% | +12,629.2% | -12,062.6% | +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