+1,384.0%
MU vs SCHW
+85.4%
+1,298.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +7.5% | -1.6% | +9.1% | +8.0% |
| 30D | +19.4% | -1.1% | +20.4% | +19.6% |
| 3M | +9.8% | +20.4% | -10.5% | +0.7% |
| 6M | +164.1% | +13.6% | +150.5% | +146.9% |
| YTD | +260.3% | +7.7% | +252.6% | +245.2% |
| 1Y | +661.2% | +15.2% | +646.0% | +600.0% |
| All | +1,384.0% | +85.4% | +1,298.6% | +1,024.6% |
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