+25.8%
SCHD vs MULL
+2,337.2%
-2,311.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -2.0% | -8.4% | +6.5% | -1.8% |
| 30D | -0.4% | +9.7% | -10.1% | -0.7% |
| 3M | +5.7% | -26.8% | +32.5% | +5.4% |
| 6M | +11.9% | +220.7% | -208.8% | +4.5% |
| YTD | +26.4% | +509.0% | -482.6% | +13.5% |
| 1Y | +27.6% | +1,739.5% | -1,711.9% | +5.9% |
| All | +25.8% | +2,337.2% | -2,311.3% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling