+294.9%
SCHW vs MTZ
+773.6%
-478.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.1% |
| 7D | -1.9% | +1.4% | -3.2% | -2.3% |
| 30D | -1.6% | -14.5% | +12.9% | +2.3% |
| 3M | +21.3% | -32.9% | +54.2% | +32.0% |
| 6M | +16.5% | -20.8% | +37.3% | +19.1% |
| YTD | +8.4% | +10.6% | -2.2% | -0.8% |
| 1Y | +15.6% | +27.1% | -11.5% | +0.6% |
| 3Y | +86.8% | +166.1% | -79.3% | +20.4% |
| 5Y | +60.5% | +170.7% | -110.2% | -1.6% |
| All | +294.9% | +773.6% | -478.7% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling