+52,550.4%
SCHW vs MOD
+3,565.2%
+48,985.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -2.1% |
| 7D | -0.8% | +9.6% | -10.4% | -3.2% |
| 30D | +1.5% | 0.0% | +1.4% | +1.1% |
| 3M | +24.6% | -35.4% | +59.9% | +36.5% |
| 6M | +14.5% | -7.3% | +21.8% | +11.4% |
| YTD | +10.5% | +45.8% | -35.3% | -6.4% |
| 1Y | +13.4% | +43.1% | -29.8% | -5.5% |
| 3Y | +88.3% | +297.7% | -209.4% | +4.6% |
| 5Y | +62.1% | +1,478.8% | -1,416.7% | -43.2% |
| 10Y | +297.3% | +1,633.4% | -1,336.1% | +10.3% |
| All | +52,550.4% | +3,565.2% | +48,985.2% | +7,598.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling