+0.8%
SCHW vs MKC
-18.2%
+19.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.4% | -0.8% | +4.7% |
| 7D | +5.2% | +9.6% | -4.4% | +5.5% |
| 30D | -4.7% | +12.0% | -16.7% | -4.3% |
| 3M | -11.9% | -2.0% | -9.9% | -12.1% |
| 6M | +2.7% | +7.2% | -4.5% | +3.5% |
| YTD | -5.6% | -23.7% | +18.1% | -9.0% |
| 1Y | +0.8% | -18.3% | +19.1% | -3.5% |
| All | +0.8% | -18.2% | +19.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling