+8,681.5%
SCHW vs MCO
+7,284.8%
+1,396.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.5% |
| 7D | -2.8% | -7.3% | +4.6% | +1.2% |
| 30D | -0.1% | -1.7% | +1.7% | +0.8% |
| 3M | +20.6% | +3.9% | +16.7% | +17.7% |
| 6M | +15.9% | +3.8% | +12.1% | +12.9% |
| YTD | +8.5% | -7.9% | +16.4% | +12.0% |
| 1Y | +17.8% | -6.8% | +24.7% | +20.3% |
| 3Y | +88.5% | +40.9% | +47.6% | +52.3% |
| 5Y | +60.6% | +27.5% | +33.1% | +33.5% |
| 10Y | +298.0% | +381.4% | -83.4% | +55.3% |
| All | +8,681.5% | +7,284.8% | +1,396.7% | +617.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling