+0.8%
SCHW vs MULL
+444.9%
-444.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -13.8% | +18.3% | +4.4% |
| 7D | +5.2% | -35.9% | +41.1% | +4.6% |
| 30D | -4.7% | -47.3% | +42.7% | -5.5% |
| 3M | -11.9% | -30.6% | +18.6% | -12.3% |
| 6M | +2.7% | +13.7% | -11.0% | -1.0% |
| YTD | -5.6% | +272.1% | -277.7% | -13.5% |
| 1Y | +0.8% | +475.1% | -474.3% | -9.4% |
| All | +0.8% | +444.9% | -444.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling