+172.5%
SCHD vs MRNA
+554.4%
-381.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | +0.2% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | -0.4% | +126.1% | -126.5% | -4.8% |
| 3M | +5.7% | +190.0% | -184.3% | -0.3% |
| 6M | +11.9% | +157.2% | -145.3% | +5.9% |
| YTD | +26.4% | +388.2% | -361.8% | +16.0% |
| 1Y | +27.6% | +467.0% | -439.4% | +16.0% |
| 3Y | +54.9% | +36.1% | +18.9% | +46.6% |
| 5Y | +60.9% | -68.0% | +128.9% | +55.0% |
| All | +172.5% | +554.4% | -381.9% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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