+13.4%
SCHW vs MOD
+45.0%
-31.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.0% |
| 7D | -0.8% | +9.6% | -10.4% | -0.8% |
| 30D | +1.5% | 0.0% | +1.4% | +1.4% |
| 3M | +24.6% | -35.4% | +59.9% | +25.1% |
| 6M | +14.5% | -7.3% | +21.8% | +12.7% |
| YTD | +10.5% | +45.8% | -35.3% | +6.3% |
| 1Y | +13.4% | +43.1% | -29.8% | +10.6% |
| All | +13.4% | +45.0% | -31.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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