+54.9%
SCHD vs MXL
+222.8%
-167.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | +0.2% |
| 7D | -2.0% | +18.9% | -20.8% | -2.4% |
| 30D | -0.4% | +0.3% | -0.7% | -0.5% |
| 3M | +5.7% | -8.0% | +13.8% | +5.1% |
| 6M | +11.9% | +341.2% | -329.4% | +1.5% |
| YTD | +26.4% | +327.8% | -301.4% | +14.7% |
| 1Y | +27.6% | +364.9% | -337.3% | +14.7% |
| 3Y | +54.9% | +229.2% | -174.3% | +38.0% |
| All | +54.9% | +222.8% | -167.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling