+6,367.0%
MCD vs SCHW
+45,251.3%
-38,884.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -1.6% | +2.0% | -3.6% | -1.9% |
| 30D | +14.1% | -3.6% | +17.7% | +14.8% |
| 3M | +0.6% | -15.0% | +15.6% | +3.0% |
| 6M | 0.0% | +2.6% | -2.6% | -0.5% |
| YTD | -9.3% | -5.7% | -3.6% | -8.8% |
| 1Y | -9.3% | -0.9% | -8.4% | -9.6% |
| 3Y | +8.6% | +79.4% | -70.8% | -2.1% |
| 5Y | +21.9% | +21.2% | +0.7% | +14.4% |
| 10Y | +202.8% | +193.3% | +9.5% | +141.5% |
| All | +6,367.0% | +45,251.3% | -38,884.3% | +1,664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling