+76.3%
SCHW vs MPC
+201.9%
-125.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.4% |
| 7D | -0.9% | +9.4% | -10.3% | -2.0% |
| 30D | -4.4% | -13.4% | +9.0% | -2.9% |
| 3M | -15.9% | +18.9% | -34.7% | -18.1% |
| 6M | +2.0% | +64.9% | -62.9% | -5.5% |
| YTD | -7.3% | +156.8% | -164.1% | -21.1% |
| 1Y | -4.9% | +113.2% | -118.1% | -16.2% |
| All | +76.3% | +201.9% | -125.6% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling