+294.9%
SCHW vs MAR
+450.9%
-156.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | -1.9% | -0.5% | -1.3% | -1.6% |
| 30D | -1.6% | -5.4% | +3.8% | +0.8% |
| 3M | +21.3% | -15.5% | +36.8% | +30.2% |
| 6M | +16.5% | +3.0% | +13.5% | +13.7% |
| YTD | +8.4% | +8.5% | -0.1% | +2.5% |
| 1Y | +15.6% | +26.0% | -10.3% | +1.4% |
| 3Y | +86.8% | +68.6% | +18.2% | +39.9% |
| 5Y | +60.5% | +157.4% | -96.9% | -3.7% |
| All | +294.9% | +450.9% | -156.0% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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