+294.9%
SCHW vs MDT
+39.8%
+255.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -1.9% | -3.4% | +1.5% | -0.2% |
| 30D | -1.6% | +0.2% | -1.8% | -1.8% |
| 3M | +21.3% | +14.3% | +7.0% | +12.9% |
| 6M | +16.5% | +4.0% | +12.5% | +13.4% |
| YTD | +8.4% | -3.7% | +12.1% | +9.5% |
| 1Y | +15.6% | -0.4% | +16.0% | +14.3% |
| 3Y | +86.8% | +23.3% | +63.5% | +60.6% |
| 5Y | +60.5% | -18.9% | +79.4% | +74.9% |
| All | +294.9% | +39.8% | +255.1% | +221.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling