+60.6%
SCHW vs MDB
-22.0%
+82.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.3% |
| 7D | -2.8% | -2.8% | 0.0% | -2.5% |
| 30D | -0.1% | -14.9% | +14.8% | +1.4% |
| 3M | +20.6% | +7.3% | +13.2% | +18.9% |
| 6M | +15.9% | +38.2% | -22.2% | +10.4% |
| YTD | +8.5% | -10.9% | +19.4% | +7.8% |
| 1Y | +17.8% | +11.6% | +6.2% | +13.7% |
| 3Y | +88.5% | -0.9% | +89.4% | +76.2% |
| 5Y | +60.6% | -23.5% | +84.1% | +43.5% |
| All | +60.6% | -22.0% | +82.6% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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