+60.2%
SCHD vs MTB
+104.1%
-44.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -2.0% | 0.0% | -1.9% | -2.0% |
| 30D | -0.4% | -4.8% | +4.4% | +1.1% |
| 3M | +5.7% | +6.0% | -0.2% | +3.7% |
| 6M | +11.9% | +19.6% | -7.7% | +5.6% |
| YTD | +26.4% | +21.5% | +5.0% | +18.5% |
| 1Y | +27.6% | +24.7% | +2.9% | +18.5% |
| 3Y | +54.9% | +108.6% | -53.6% | +21.4% |
| All | +60.2% | +104.1% | -44.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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