+13.4%
SCHW vs MDT
+5.4%
+8.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -0.8% | +3.2% | -4.0% | -1.4% |
| 30D | +1.5% | +9.5% | -8.0% | -0.4% |
| 3M | +24.6% | +16.0% | +8.6% | +20.8% |
| 6M | +14.5% | +0.2% | +14.3% | +14.5% |
| YTD | +10.5% | -0.3% | +10.7% | +10.4% |
| 1Y | +13.4% | +4.7% | +8.7% | +11.5% |
| All | +13.4% | +5.4% | +8.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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