-0.9%
SCHW vs MPC
+113.7%
-114.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +2.0% | +11.2% | -9.3% | +2.1% |
| 30D | -3.6% | -14.5% | +10.9% | -3.5% |
| 3M | -15.0% | +16.7% | -31.6% | -15.0% |
| 6M | +2.6% | +67.6% | -64.9% | +2.2% |
| YTD | -5.7% | +157.9% | -163.6% | -8.3% |
| 1Y | -0.9% | +116.7% | -117.6% | -1.9% |
| All | -0.9% | +113.7% | -114.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling