+17.0%
SCHW vs MP
-15.1%
+32.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -1.6% | -0.7% | -0.8% | -1.5% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | +20.4% | 0.0% | +20.4% | +20.1% |
| 6M | +13.6% | -10.0% | +23.6% | +13.5% |
| YTD | +7.7% | +7.5% | +0.2% | +6.0% |
| All | +17.0% | -15.1% | +32.1% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling