+938.2%
MU vs SCHW
+20.7%
+917.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.1% |
| 7D | +12.8% | +2.0% | +10.8% | +12.0% |
| 30D | -14.9% | -3.6% | -11.2% | -13.9% |
| 3M | -18.0% | -15.0% | -3.1% | -13.7% |
| 6M | -3.1% | +2.6% | -5.8% | -6.5% |
| YTD | +172.9% | -5.7% | +178.6% | +171.7% |
| 1Y | +228.8% | -0.9% | +229.7% | +220.4% |
| 3Y | +950.8% | +79.4% | +871.5% | +699.5% |
| All | +938.2% | +20.7% | +917.6% | +804.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling