+13.4%
SCHW vs MCO
+0.4%
+13.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | -0.8% | -4.2% | +3.4% | +0.7% |
| 30D | +1.5% | +2.2% | -0.7% | +0.7% |
| 3M | +24.6% | +10.1% | +14.4% | +20.1% |
| 6M | +14.5% | +5.3% | +9.3% | +11.9% |
| YTD | +10.5% | -2.7% | +13.2% | +9.0% |
| 1Y | +13.4% | -0.4% | +13.8% | +11.4% |
| All | +13.4% | +0.4% | +13.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling