-2.4%
SCHW vs MDLN
+15.3%
-17.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +18.4% | -13.8% | +2.4% |
| 7D | +5.2% | +24.7% | -19.5% | +2.5% |
| 30D | -4.7% | +12.7% | -17.4% | -6.3% |
| 3M | -11.9% | -4.0% | -7.9% | -11.6% |
| 6M | +2.7% | -8.7% | +11.4% | +4.9% |
| YTD | -5.6% | -3.9% | -1.7% | -3.2% |
| All | -2.4% | +15.3% | -17.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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