+187.9%
SCHW vs MPC
+1,171.2%
-983.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +2.0% | +11.2% | -9.3% | -1.8% |
| 30D | -3.6% | -14.5% | +10.9% | +1.2% |
| 3M | -15.0% | +16.7% | -31.6% | -20.4% |
| 6M | +2.6% | +67.6% | -64.9% | -16.5% |
| YTD | -5.7% | +157.9% | -163.6% | -35.7% |
| 1Y | -0.9% | +116.7% | -117.6% | -27.9% |
| 3Y | +79.4% | +199.8% | -120.4% | +10.0% |
| 5Y | +21.2% | +604.4% | -583.2% | -49.7% |
| All | +187.9% | +1,171.2% | -983.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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