+1,131.1%
SCHW vs MPWR
+19,059.4%
-17,928.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.9% | -9.2% | -2.6% |
| 7D | -0.6% | +17.3% | -17.9% | -5.4% |
| 30D | -4.4% | +12.1% | -16.5% | -8.3% |
| 3M | -13.6% | +5.6% | -19.2% | -16.5% |
| 6M | +5.9% | -10.7% | +16.7% | +4.6% |
| YTD | -6.2% | +64.0% | -70.2% | -23.1% |
| 1Y | -2.2% | +55.9% | -58.2% | -18.8% |
| 3Y | +76.9% | +199.5% | -122.6% | +9.9% |
| 5Y | +21.6% | +176.6% | -155.0% | -28.6% |
| 10Y | +191.7% | +1,921.6% | -1,729.9% | -16.6% |
| All | +1,131.1% | +19,059.4% | -17,928.3% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling