+51,606.1%
SCHW vs MTB
+8,265.4%
+43,340.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -2.8% | -0.4% | -2.3% | -2.5% |
| 30D | -0.1% | -4.6% | +4.5% | +3.2% |
| 3M | +20.6% | +7.4% | +13.2% | +14.4% |
| 6M | +15.9% | +18.7% | -2.7% | +2.2% |
| YTD | +8.5% | +21.1% | -12.6% | -6.0% |
| 1Y | +17.8% | +24.1% | -6.2% | 0.0% |
| 3Y | +88.5% | +115.3% | -26.8% | +4.7% |
| 5Y | +60.6% | +106.0% | -45.4% | -11.5% |
| 10Y | +298.0% | +171.6% | +126.5% | +68.9% |
| All | +51,606.1% | +8,265.4% | +43,340.8% | +2,542.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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