+5,979.9%
MCD vs SCHW
+53,020.6%
-47,040.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -6.0% | +1.5% | -7.5% | -6.2% |
| 3M | -5.6% | +24.6% | -30.1% | -8.7% |
| 6M | -21.9% | +14.5% | -36.4% | -23.6% |
| YTD | -14.7% | +10.5% | -25.2% | -16.2% |
| 1Y | -17.3% | +13.4% | -30.6% | -19.2% |
| 3Y | -2.2% | +88.3% | -90.4% | -12.4% |
| 5Y | +20.3% | +62.1% | -41.8% | +8.0% |
| 10Y | +180.7% | +297.3% | -116.6% | +114.0% |
| All | +5,979.9% | +53,020.6% | -47,040.7% | +1,520.2% |
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