+45.4%
MRK vs SCHW
+86.6%
-41.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -1.9% | -2.4% | -4.1% |
| 30D | +8.3% | -1.6% | +9.9% | +8.4% |
| 3M | +20.0% | +21.3% | -1.2% | +18.3% |
| 6M | +25.7% | +16.5% | +9.2% | +24.2% |
| YTD | +38.7% | +8.4% | +30.3% | +37.7% |
| 1Y | +74.7% | +15.6% | +59.1% | +72.2% |
| 3Y | +45.4% | +86.8% | -41.5% | +34.8% |
| All | +45.4% | +86.6% | -41.3% | +34.8% |
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