+294.9%
SCHW vs MDY
+177.2%
+117.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.9% |
| 7D | -1.9% | -1.9% | 0.0% | -0.1% |
| 30D | -1.6% | -4.6% | +3.0% | +2.9% |
| 3M | +21.3% | -1.2% | +22.5% | +22.2% |
| 6M | +16.5% | +9.2% | +7.3% | +5.6% |
| YTD | +8.4% | +13.1% | -4.6% | -5.2% |
| 1Y | +15.6% | +13.0% | +2.6% | +0.9% |
| 3Y | +86.8% | +49.2% | +37.6% | +20.3% |
| 5Y | +60.5% | +47.2% | +13.3% | +5.2% |
| All | +294.9% | +177.2% | +117.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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