+51,606.2%
SCHW vs MKC
+3,311.3%
+48,294.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | -2.8% | -2.8% | +0.1% | -1.8% |
| 30D | -0.1% | -3.4% | +3.3% | +1.1% |
| 3M | +20.6% | +3.8% | +16.8% | +18.4% |
| 6M | +15.9% | -17.9% | +33.9% | +23.2% |
| YTD | +8.5% | -23.6% | +32.1% | +17.4% |
| 1Y | +17.8% | -23.1% | +40.9% | +26.7% |
| 3Y | +88.5% | -31.5% | +120.0% | +107.5% |
| 5Y | +60.6% | -33.1% | +93.7% | +74.8% |
| 10Y | +298.0% | +29.3% | +268.7% | +214.7% |
| All | +51,606.2% | +3,311.3% | +48,294.8% | +13,296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling