+18.9%
MCD vs SCHW
+57.2%
-38.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.5% | -2.8% | +0.2% | -2.2% |
| 30D | -7.0% | -0.1% | -7.0% | -7.0% |
| 3M | -9.8% | +20.6% | -30.4% | -11.8% |
| 6M | -21.8% | +15.9% | -37.7% | -23.2% |
| YTD | -15.6% | +8.5% | -24.1% | -16.6% |
| 1Y | -15.2% | +17.8% | -33.0% | -17.1% |
| 3Y | -2.6% | +88.5% | -91.1% | -11.4% |
| 5Y | +18.9% | +60.6% | -41.8% | +7.6% |
| All | +18.9% | +57.2% | -38.4% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling