+553.6%
SCHD vs MTZ
+1,129.1%
-575.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | -0.2% |
| 7D | -2.0% | +1.4% | -3.3% | -2.2% |
| 30D | -0.4% | -14.5% | +14.1% | +1.9% |
| 3M | +5.7% | -32.9% | +38.7% | +11.2% |
| 6M | +11.9% | -20.8% | +32.7% | +13.8% |
| YTD | +26.4% | +10.6% | +15.8% | +20.9% |
| 1Y | +27.6% | +27.1% | +0.5% | +18.6% |
| 3Y | +54.9% | +166.1% | -111.2% | +21.5% |
| 5Y | +60.9% | +170.7% | -109.7% | +22.6% |
| 10Y | +243.4% | +752.2% | -508.8% | +105.0% |
| All | +553.6% | +1,129.1% | -575.5% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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