+40.3%
SCHW vs MULL
+2,366.2%
-2,325.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.3% | +10.1% | +0.9% |
| 7D | -2.8% | +3.6% | -6.4% | -2.9% |
| 30D | -0.1% | +22.0% | -22.1% | -0.6% |
| 3M | +20.6% | -8.6% | +29.2% | +18.6% |
| 6M | +15.9% | +248.5% | -232.6% | +3.4% |
| YTD | +8.5% | +516.3% | -507.8% | -8.1% |
| 1Y | +17.8% | +2,036.6% | -2,018.8% | -11.4% |
| All | +40.3% | +2,366.2% | -2,325.8% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling