+739.5%
SCHW vs MPC
+2,977.1%
-2,237.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.8% | +5.4% | -6.2% | -2.7% |
| 30D | +1.5% | +31.0% | -29.5% | -8.3% |
| 3M | +24.6% | +46.0% | -21.5% | +7.5% |
| 6M | +14.5% | +77.3% | -62.8% | -8.9% |
| YTD | +10.5% | +141.9% | -131.4% | -22.3% |
| 1Y | +13.4% | +120.9% | -107.5% | -17.9% |
| 3Y | +88.3% | +182.7% | -94.4% | +19.0% |
| 5Y | +62.1% | +646.4% | -584.3% | -32.6% |
| 10Y | +297.3% | +1,138.7% | -841.5% | +20.7% |
| All | +739.5% | +2,977.1% | -2,237.6% | +50.2% |
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