+265.1%
MU vs SCHW
+1.9%
+263.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.6% | -11.6% | -5.4% |
| 7D | -19.1% | +5.2% | -24.3% | -17.6% |
| 30D | -25.2% | -4.7% | -20.6% | -26.0% |
| 3M | -10.9% | -11.9% | +1.0% | -13.8% |
| 6M | +38.0% | +2.7% | +35.3% | +38.5% |
| YTD | +178.8% | -5.6% | +184.5% | +181.0% |
| 1Y | +265.1% | +0.8% | +264.4% | +245.3% |
| All | +265.1% | +1.9% | +263.2% | +245.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling