+21.5%
SCHW vs MOD
+1,086.9%
-1,065.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +27.9% | -26.1% | -1.9% |
| 7D | +2.0% | +40.4% | -38.4% | -3.0% |
| 30D | -3.6% | -14.0% | +10.4% | -2.6% |
| 3M | -15.0% | -33.3% | +18.4% | -11.3% |
| 6M | +2.6% | -51.4% | +54.1% | +10.6% |
| YTD | -5.7% | +1.6% | -7.3% | -12.3% |
| 1Y | -0.9% | +5.4% | -6.3% | -9.0% |
| 3Y | +79.4% | +191.0% | -111.6% | +15.3% |
| All | +21.5% | +1,086.9% | -1,065.4% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling