+51,567.6%
SCHW vs MRSH
+3,263.4%
+48,304.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -1.9% | -4.8% | +2.9% | +1.6% |
| 30D | -1.6% | -6.3% | +4.7% | +3.0% |
| 3M | +21.3% | +5.8% | +15.5% | +15.5% |
| 6M | +16.5% | +2.8% | +13.7% | +12.2% |
| YTD | +8.4% | -3.1% | +11.5% | +7.8% |
| 1Y | +15.6% | -11.3% | +26.9% | +21.7% |
| 3Y | +86.8% | -5.0% | +91.8% | +82.6% |
| 5Y | +60.5% | +19.2% | +41.3% | +30.7% |
| 10Y | +297.7% | +217.4% | +80.4% | +52.9% |
| All | +51,567.6% | +3,263.4% | +48,304.2% | +4,683.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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