+553.0%
SCHD vs MUB
+43.1%
+509.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.6% | -0.7% | -1.9% | -2.2% |
| 30D | -0.3% | -2.0% | +1.7% | +0.9% |
| 3M | +6.1% | -2.5% | +8.6% | +7.7% |
| 6M | +11.7% | -2.3% | +14.0% | +13.3% |
| YTD | +26.3% | -1.3% | +27.6% | +27.3% |
| 1Y | +28.8% | +1.1% | +27.6% | +27.9% |
| 3Y | +55.0% | +8.2% | +46.8% | +48.2% |
| 5Y | +60.0% | +1.5% | +58.6% | +57.9% |
| 10Y | +243.1% | +17.6% | +225.6% | +231.0% |
| All | +553.0% | +43.1% | +509.9% | +596.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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