-2.6%
MCD vs SCHW
+85.4%
-88.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.9% | -1.6% | -1.3% | -2.7% |
| 30D | -6.7% | -1.1% | -5.7% | -6.6% |
| 3M | -9.6% | +20.4% | -29.9% | -10.8% |
| 6M | -22.3% | +13.6% | -35.9% | -23.2% |
| YTD | -15.4% | +7.7% | -23.1% | -16.1% |
| 1Y | -16.8% | +15.2% | -32.0% | -17.9% |
| All | -2.6% | +85.4% | -88.0% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling