+60.6%
SCHW vs MMM
+24.2%
+36.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.1% |
| 7D | -2.8% | -3.2% | +0.5% | -1.6% |
| 30D | -0.1% | -10.7% | +10.6% | +4.0% |
| 3M | +20.6% | +4.3% | +16.3% | +18.3% |
| 6M | +15.9% | +5.9% | +10.0% | +12.8% |
| YTD | +8.5% | +3.2% | +5.3% | +6.1% |
| 1Y | +17.8% | +8.0% | +9.8% | +12.8% |
| 3Y | +88.5% | +99.1% | -10.6% | +36.0% |
| 5Y | +60.6% | +25.7% | +34.9% | +59.5% |
| All | +60.6% | +24.2% | +36.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 5y: compounded portfolio wealth divided by compounded MMM 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…
5y analysis · Full analysis span regression · 6 months rolling