+12,036.5%
SCHW vs MLM
+2,961.7%
+9,074.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | -0.8% | -2.9% | +2.1% | +0.6% |
| 30D | +1.5% | -6.8% | +8.3% | +5.0% |
| 3M | +24.6% | -11.2% | +35.8% | +31.0% |
| 6M | +14.5% | -21.8% | +36.4% | +27.7% |
| YTD | +10.5% | -17.0% | +27.4% | +18.7% |
| 1Y | +13.4% | -16.4% | +29.7% | +21.0% |
| 3Y | +88.3% | +14.5% | +73.8% | +66.9% |
| 5Y | +62.1% | +41.7% | +20.3% | +26.6% |
| 10Y | +297.3% | +200.0% | +97.2% | +92.7% |
| All | +12,036.5% | +2,961.7% | +9,074.8% | +1,785.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling