+60.2%
SCHD vs MRK
+128.0%
-67.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.0% | -4.3% | +2.3% | -1.0% |
| 30D | -0.4% | +8.3% | -8.7% | -2.4% |
| 3M | +5.7% | +20.0% | -14.3% | +1.1% |
| 6M | +11.9% | +25.7% | -13.8% | +5.7% |
| YTD | +26.4% | +38.7% | -12.3% | +16.6% |
| 1Y | +27.6% | +74.7% | -47.1% | +11.3% |
| 3Y | +54.9% | +45.4% | +9.6% | +37.2% |
| All | +60.2% | +128.0% | -67.9% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 5y: compounded portfolio wealth divided by compounded MRK 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…
5y analysis · Full analysis span regression · 6 months rolling