+192.4%
SCHW vs MPWR
+1,783.4%
-1,590.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +4.2% | +2.2% | +2.0% | +3.2% |
| 30D | -3.8% | -2.1% | -1.7% | -4.2% |
| 3M | -13.6% | -1.6% | -12.0% | -14.5% |
| 6M | +5.3% | -14.9% | +20.2% | +5.5% |
| YTD | -6.0% | +50.5% | -56.5% | -19.2% |
| 1Y | -1.4% | +40.0% | -41.4% | -13.9% |
| 3Y | +77.4% | +175.0% | -97.6% | +16.9% |
| 5Y | +22.9% | +162.0% | -139.1% | -24.2% |
| All | +192.4% | +1,783.4% | -1,590.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling