+57.5%
SCHW vs MPC
+687.9%
-630.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | +3.2% | -4.8% | -2.4% |
| 30D | -1.1% | +25.0% | -26.1% | -6.5% |
| 3M | +20.4% | +55.2% | -34.8% | +7.1% |
| 6M | +13.6% | +86.4% | -72.8% | -4.5% |
| YTD | +7.7% | +148.5% | -140.8% | -17.2% |
| 1Y | +15.2% | +121.7% | -106.5% | -8.7% |
| 3Y | +87.1% | +172.9% | -85.7% | +32.6% |
| 5Y | +57.5% | +679.9% | -622.4% | -40.3% |
| All | +57.5% | +687.9% | -630.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling