+950.8%
MU vs SCHW
+79.3%
+871.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.0% |
| 7D | +12.8% | +2.0% | +10.8% | +12.1% |
| 30D | -14.9% | -3.6% | -11.2% | -13.9% |
| 3M | -18.0% | -15.0% | -3.1% | -14.0% |
| 6M | -3.1% | +2.6% | -5.8% | -7.2% |
| YTD | +172.9% | -5.7% | +178.6% | +171.7% |
| 1Y | +228.8% | -0.9% | +229.7% | +217.8% |
| 3Y | +950.8% | +79.4% | +871.5% | +659.3% |
| All | +950.8% | +79.3% | +871.5% | +659.3% |
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