+0.8%
SCHW vs MO
+45.9%
-45.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.6% |
| 7D | +5.2% | +6.9% | -1.7% | +5.3% |
| 30D | -4.7% | +14.9% | -19.6% | -4.3% |
| 3M | -11.9% | +16.4% | -28.4% | -11.6% |
| 6M | +2.7% | +9.6% | -6.8% | +2.7% |
| YTD | -5.6% | +41.8% | -47.5% | -2.5% |
| 1Y | +0.8% | +45.3% | -44.6% | +3.0% |
| All | +0.8% | +45.9% | -45.1% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling