+77.6%
SCHW vs MLM
+18.8%
+58.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.7% |
| 7D | +4.5% | -3.8% | +8.4% | +5.6% |
| 30D | -4.1% | +11.0% | -15.1% | -6.9% |
| 3M | -13.6% | -3.1% | -10.5% | -12.9% |
| 6M | +5.0% | -9.8% | +14.7% | +7.5% |
| YTD | -6.3% | -14.4% | +8.1% | -3.0% |
| 1Y | -1.4% | -12.6% | +11.2% | +1.1% |
| 3Y | +77.6% | +19.7% | +57.9% | +53.4% |
| All | +77.6% | +18.8% | +58.8% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 3y: compounded portfolio wealth divided by compounded MLM 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…
3y analysis · Full analysis span regression · 6 months rolling