+181.7%
SCHW vs MGY
+210.4%
-28.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | +3.5% | -5.4% | -2.8% |
| 30D | -1.6% | +5.3% | -6.9% | -3.1% |
| 3M | +21.3% | +2.6% | +18.6% | +19.7% |
| 6M | +16.5% | -3.3% | +19.8% | +16.1% |
| YTD | +8.4% | +29.2% | -20.8% | -0.2% |
| 1Y | +15.6% | +18.0% | -2.4% | +8.7% |
| 3Y | +86.8% | +30.0% | +56.8% | +67.3% |
| 5Y | +60.5% | +92.7% | -32.2% | +22.8% |
| All | +181.7% | +210.4% | -28.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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