+579.1%
SCHD vs MPWR
+12,299.9%
-11,720.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.6% |
| 7D | -1.7% | -1.7% | 0.0% | -1.6% |
| 30D | +7.7% | -16.5% | +24.2% | +10.6% |
| 3M | +5.2% | -12.3% | +17.5% | +6.7% |
| 6M | +12.9% | -27.7% | +40.6% | +17.0% |
| YTD | +31.4% | +32.0% | -0.6% | +20.4% |
| 1Y | +37.3% | +25.1% | +12.2% | +26.9% |
| 3Y | +68.3% | +146.5% | -78.2% | +25.9% |
| 5Y | +59.9% | +126.0% | -66.2% | +14.6% |
| 10Y | +260.8% | +1,582.7% | -1,321.9% | +45.9% |
| All | +579.1% | +12,299.9% | -11,720.8% | +71.0% |
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