+77.4%
SCHW vs MP
+140.7%
-63.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.5% |
| 7D | +4.2% | -3.6% | +7.8% | +4.4% |
| 30D | -3.8% | -21.0% | +17.2% | -2.4% |
| 3M | -13.6% | -33.3% | +19.7% | -11.5% |
| 6M | +5.3% | -45.9% | +51.2% | +9.0% |
| YTD | -6.0% | -27.8% | +21.9% | -5.4% |
| 1Y | -1.4% | -43.2% | +41.8% | +0.8% |
| 3Y | +77.4% | +144.0% | -66.7% | +46.3% |
| All | +77.4% | +140.7% | -63.3% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling