+15,131.2%
SCHW vs MTCH
+14,593.1%
+538.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -2.8% | -1.4% | -1.3% | -2.4% |
| 30D | -0.1% | +13.6% | -13.7% | -3.0% |
| 3M | +20.6% | +22.4% | -1.8% | +14.6% |
| 6M | +15.9% | +37.2% | -21.2% | +7.2% |
| YTD | +8.5% | +31.8% | -23.3% | +1.0% |
| 1Y | +17.8% | +12.9% | +4.9% | +13.5% |
| 3Y | +88.5% | -1.1% | +89.7% | +81.3% |
| 5Y | +60.6% | -73.5% | +134.1% | +99.8% |
| 10Y | +298.0% | +200.7% | +97.4% | +144.6% |
| All | +15,131.2% | +14,593.1% | +538.1% | +6,399.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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