+294.9%
SCHW vs MKC
+29.9%
+265.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.9% | -1.5% | -0.4% | -1.6% |
| 30D | -1.6% | -3.1% | +1.5% | -1.0% |
| 3M | +21.3% | +5.2% | +16.1% | +19.7% |
| 6M | +16.5% | -12.8% | +29.3% | +19.4% |
| YTD | +8.4% | -23.3% | +31.7% | +13.9% |
| 1Y | +15.6% | -24.1% | +39.7% | +21.5% |
| 3Y | +86.8% | -32.1% | +119.0% | +99.9% |
| 5Y | +60.5% | -32.8% | +93.3% | +69.7% |
| All | +294.9% | +29.9% | +265.0% | +275.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling