+76.3%
SCHW vs MOD
+135.8%
-59.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -0.9% | +16.1% | -17.0% | -2.0% |
| 30D | -4.4% | -38.5% | +34.1% | -1.1% |
| 3M | -15.9% | -46.8% | +31.0% | -12.1% |
| 6M | +2.0% | -61.6% | +63.6% | +8.7% |
| YTD | -7.3% | -20.5% | +13.2% | -10.2% |
| 1Y | -4.9% | -28.0% | +23.1% | -7.2% |
| All | +76.3% | +135.8% | -59.4% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling