+59.6%
SCHW vs MAR
+150.6%
-91.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | -2.8% | -2.1% | -0.7% | -1.9% |
| 30D | -0.1% | -5.7% | +5.6% | +2.3% |
| 3M | +20.6% | -14.6% | +35.2% | +28.2% |
| 6M | +15.9% | +1.3% | +14.6% | +13.9% |
| YTD | +8.5% | +6.7% | +1.8% | +3.3% |
| 1Y | +17.8% | +26.4% | -8.6% | +3.0% |
| 3Y | +88.5% | +64.7% | +23.8% | +40.7% |
| All | +59.6% | +150.6% | -91.0% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling