+1,130.5%
SCHW vs MPWR
+17,885.0%
-16,754.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +16.6% | -15.2% | -3.0% |
| 7D | +4.5% | +11.6% | -7.1% | +0.8% |
| 30D | -4.1% | +0.1% | -4.2% | -5.2% |
| 3M | -13.6% | -0.8% | -12.8% | -15.0% |
| 6M | +5.0% | -13.0% | +18.0% | +4.4% |
| YTD | -6.3% | +53.9% | -60.2% | -21.7% |
| 1Y | -1.4% | +45.8% | -47.2% | -16.5% |
| 3Y | +77.6% | +194.3% | -116.6% | +10.7% |
| 5Y | +22.7% | +160.1% | -137.4% | -26.7% |
| 10Y | +212.0% | +1,786.5% | -1,574.5% | -9.0% |
| All | +1,130.5% | +17,885.0% | -16,754.5% | +97.3% |
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