+5,744.5%
MU vs SCHW
+301.3%
+5,443.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.3% |
| 7D | +2.0% | -2.8% | +4.8% | +3.3% |
| 30D | +12.5% | -0.1% | +12.6% | +12.3% |
| 3M | +9.6% | +20.6% | -11.0% | -1.7% |
| 6M | +142.6% | +15.9% | +126.7% | +119.9% |
| YTD | +242.7% | +8.5% | +234.2% | +220.2% |
| 1Y | +599.3% | +17.8% | +581.4% | +525.0% |
| 3Y | +1,308.3% | +88.5% | +1,219.8% | +876.1% |
| 5Y | +1,263.7% | +60.6% | +1,203.1% | +863.6% |
| All | +5,744.5% | +301.3% | +5,443.2% | +2,406.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling