+5,966.1%
SCHW vs MDY
+2,589.7%
+3,376.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.9% |
| 7D | -2.8% | -2.5% | -0.2% | +0.4% |
| 30D | -0.1% | -5.0% | +5.0% | +6.6% |
| 3M | +20.6% | +0.5% | +20.1% | +19.0% |
| 6M | +15.9% | +8.0% | +7.9% | +3.4% |
| YTD | +8.5% | +12.2% | -3.7% | -8.1% |
| 1Y | +17.8% | +14.0% | +3.9% | -2.6% |
| 3Y | +88.5% | +48.2% | +40.4% | +7.2% |
| 5Y | +60.6% | +46.1% | +14.6% | -8.3% |
| 10Y | +298.0% | +173.8% | +124.3% | -6.7% |
| All | +5,966.1% | +2,589.7% | +3,376.4% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling