+616.7%
SCHW vs MUB
+75.4%
+541.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.8% |
| 30D | -1.1% | -2.0% | +0.9% | -1.6% |
| 3M | +20.4% | -2.5% | +22.9% | +19.4% |
| 6M | +13.6% | -2.3% | +16.0% | +12.8% |
| YTD | +7.7% | -1.3% | +9.0% | +7.3% |
| 1Y | +15.2% | +1.1% | +14.1% | +15.6% |
| 3Y | +87.1% | +8.2% | +78.9% | +91.7% |
| 5Y | +57.5% | +1.5% | +56.0% | +57.4% |
| 10Y | +295.1% | +17.6% | +277.5% | +330.1% |
| All | +616.7% | +75.4% | +541.4% | +891.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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