+294.9%
SCHW vs MXL
+313.4%
-18.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.9% |
| 7D | -1.9% | +18.9% | -20.7% | -3.9% |
| 30D | -1.6% | +0.3% | -1.9% | -2.1% |
| 3M | +21.3% | -8.0% | +29.3% | +18.6% |
| 6M | +16.5% | +341.2% | -324.8% | -15.9% |
| YTD | +8.4% | +327.8% | -319.4% | -21.8% |
| 1Y | +15.6% | +364.9% | -349.3% | -18.7% |
| 3Y | +86.8% | +229.2% | -142.4% | +25.6% |
| 5Y | +60.5% | +42.8% | +17.7% | +21.8% |
| All | +294.9% | +313.4% | -18.5% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling