+616.7%
SCHW vs MPC
+3,180.8%
-2,564.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +2.0% | +11.2% | -9.3% | -1.9% |
| 30D | -3.6% | -14.5% | +10.9% | +1.3% |
| 3M | -15.0% | +16.7% | -31.6% | -20.5% |
| 6M | +2.6% | +67.6% | -64.9% | -16.7% |
| YTD | -5.7% | +157.9% | -163.6% | -35.8% |
| 1Y | -0.9% | +116.7% | -117.6% | -28.1% |
| 3Y | +79.4% | +199.8% | -120.4% | +10.1% |
| 5Y | +21.2% | +604.4% | -583.2% | -48.8% |
| 10Y | +193.3% | +1,171.5% | -978.2% | -12.4% |
| All | +616.7% | +3,180.8% | -2,564.1% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling