+87.7%
SCHW vs MOD
+312.9%
-225.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.3% | +6.3% | -7.6% | -1.9% |
| 30D | -0.4% | -1.7% | +1.3% | -0.4% |
| 3M | +21.7% | -30.1% | +51.8% | +25.0% |
| 6M | +13.0% | +2.7% | +10.3% | +9.9% |
| YTD | +8.0% | +44.1% | -36.0% | 0.0% |
| 1Y | +15.8% | +38.7% | -22.9% | +6.7% |
| 3Y | +87.7% | +309.8% | -222.1% | +22.3% |
| All | +87.7% | +312.9% | -225.2% | +22.3% |
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