+0.8%
SCHW vs MXL
+276.5%
-275.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -11.1% | +15.7% | +4.3% |
| 7D | +5.2% | -24.3% | +29.5% | +4.6% |
| 30D | -4.7% | -46.1% | +41.4% | -5.8% |
| 3M | -11.9% | -21.8% | +9.9% | -12.2% |
| 6M | +2.7% | -27.2% | +30.0% | +2.2% |
| YTD | -5.6% | +226.2% | -231.8% | -12.1% |
| 1Y | +0.8% | +297.0% | -296.2% | -9.8% |
| All | +0.8% | +276.5% | -275.7% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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