+178.5%
SCHW vs MDB
+978.8%
-800.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -1.9% |
| 7D | -1.3% | -18.0% | +16.7% | +0.6% |
| 30D | -0.4% | -10.7% | +10.3% | +0.5% |
| 3M | +21.7% | +1.0% | +20.7% | +20.9% |
| 6M | +13.0% | +31.6% | -18.7% | +8.5% |
| YTD | +8.0% | -15.2% | +23.2% | +7.9% |
| 1Y | +15.8% | +10.1% | +5.7% | +12.1% |
| 3Y | +87.7% | -5.6% | +93.4% | +77.4% |
| 5Y | +59.7% | -24.5% | +84.2% | +45.7% |
| All | +178.5% | +978.8% | -800.3% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling