+177.5%
MCD vs SCHW
+301.3%
-123.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.5% | -2.8% | +0.2% | -2.0% |
| 30D | -7.0% | -0.1% | -7.0% | -7.0% |
| 3M | -9.8% | +20.6% | -30.4% | -13.0% |
| 6M | -21.8% | +15.9% | -37.7% | -24.1% |
| YTD | -15.6% | +8.5% | -24.1% | -17.2% |
| 1Y | -15.2% | +17.8% | -33.0% | -18.2% |
| 3Y | -2.6% | +88.5% | -91.1% | -15.9% |
| 5Y | +18.9% | +60.6% | -41.8% | +3.0% |
| All | +177.5% | +301.3% | -123.8% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 10y: compounded portfolio wealth divided by compounded SCHW 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…
10y analysis · Full analysis span regression · 6 months rolling