+59.6%
SCHW vs MDT
-18.9%
+78.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.8% | -1.6% | -1.2% | -2.2% |
| 30D | -0.1% | +1.0% | -1.1% | -0.4% |
| 3M | +20.6% | +15.2% | +5.4% | +14.8% |
| 6M | +15.9% | +3.7% | +12.3% | +14.3% |
| YTD | +8.5% | -3.0% | +11.5% | +9.2% |
| 1Y | +17.8% | +2.5% | +15.4% | +16.1% |
| 3Y | +88.5% | +26.5% | +62.1% | +68.7% |
| All | +59.6% | -18.9% | +78.5% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling