+177.2%
SCHW vs MP
+271.0%
-93.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.6% | +2.3% | -2.9% | -0.9% |
| 30D | -4.4% | -15.3% | +10.9% | -2.8% |
| 3M | -13.6% | -33.5% | +19.9% | -10.0% |
| 6M | +5.9% | -45.5% | +51.5% | +12.0% |
| YTD | -6.2% | -27.3% | +21.1% | -5.3% |
| 1Y | -2.2% | -40.7% | +38.5% | +0.9% |
| 3Y | +76.9% | +145.9% | -68.9% | +37.0% |
| 5Y | +21.6% | -13.9% | +35.5% | +6.9% |
| All | +177.2% | +271.0% | -93.9% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling