+10,203.1%
SCHW vs MLM
+3,017.4%
+7,185.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -0.6% | -5.8% | +5.2% | +2.4% |
| 30D | -4.4% | +9.8% | -14.2% | -9.2% |
| 3M | -13.6% | -5.2% | -8.4% | -11.8% |
| 6M | +5.9% | -10.3% | +16.2% | +9.9% |
| YTD | -6.2% | -15.5% | +9.2% | -0.6% |
| 1Y | -2.2% | -15.0% | +12.8% | +3.2% |
| 3Y | +76.9% | +17.5% | +59.4% | +54.7% |
| 5Y | +21.6% | +30.5% | -9.0% | -1.0% |
| 10Y | +191.7% | +145.5% | +46.2% | +57.6% |
| All | +10,203.1% | +3,017.4% | +7,185.7% | +1,478.7% |
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