+41.8%
SCHD vs MULL
+444.9%
-403.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -13.8% | +15.6% | +1.7% |
| 7D | +3.2% | -35.9% | +39.1% | +2.7% |
| 30D | +10.7% | -47.3% | +58.0% | +10.0% |
| 3M | +7.8% | -30.6% | +38.4% | +7.5% |
| 6M | +16.7% | +13.7% | +3.0% | +16.3% |
| YTD | +35.3% | +272.1% | -236.9% | +33.2% |
| 1Y | +41.8% | +475.1% | -433.3% | +39.2% |
| All | +41.8% | +444.9% | -403.1% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling