+0.7%
MCHP vs SCHW
+86.6%
-85.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.7% |
| 30D | -6.0% | -1.6% | -4.4% | -5.6% |
| 3M | -19.7% | +21.3% | -40.9% | -26.3% |
| 6M | +14.0% | +16.5% | -2.5% | +5.5% |
| YTD | +18.4% | +8.4% | +10.0% | +12.5% |
| 1Y | +17.1% | +15.6% | +1.5% | +7.0% |
| 3Y | +0.7% | +86.8% | -86.1% | -31.3% |
| All | +0.7% | +86.6% | -85.9% | -31.3% |
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