+553.0%
SCHD vs MTB
+391.0%
+162.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.6% | +1.1% | -3.7% | -3.0% |
| 30D | -0.3% | -4.6% | +4.3% | +1.4% |
| 3M | +6.1% | +6.3% | -0.2% | +3.6% |
| 6M | +11.7% | +15.6% | -3.9% | +5.7% |
| YTD | +26.3% | +20.6% | +5.8% | +17.4% |
| 1Y | +28.8% | +22.5% | +6.2% | +18.8% |
| 3Y | +55.0% | +114.4% | -59.4% | +14.2% |
| 5Y | +60.0% | +101.9% | -41.9% | +16.2% |
| 10Y | +243.1% | +170.4% | +72.7% | +104.8% |
| All | +553.0% | +391.0% | +162.0% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling