+51,606.2%
SCHW vs MDT
+7,734.4%
+43,871.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -2.8% | -1.6% | -1.2% | -2.0% |
| 30D | -0.1% | +1.0% | -1.1% | -0.6% |
| 3M | +20.6% | +15.2% | +5.4% | +11.7% |
| 6M | +15.9% | +3.7% | +12.3% | +12.8% |
| YTD | +8.5% | -3.0% | +11.5% | +8.9% |
| 1Y | +17.8% | +2.5% | +15.4% | +14.7% |
| 3Y | +88.5% | +26.5% | +62.1% | +61.3% |
| 5Y | +60.6% | -18.3% | +78.9% | +69.3% |
| 10Y | +298.0% | +40.2% | +257.9% | +211.7% |
| All | +51,606.2% | +7,734.4% | +43,871.8% | +8,108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling