+617.6%
SCHW vs MXL
+286.3%
+331.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.2% |
| 7D | -2.8% | +16.6% | -19.4% | -5.0% |
| 30D | -0.1% | +0.5% | -0.5% | -0.7% |
| 3M | +20.6% | -3.6% | +24.2% | +16.3% |
| 6M | +15.9% | +328.0% | -312.1% | -20.0% |
| YTD | +8.5% | +297.8% | -289.3% | -24.7% |
| 1Y | +17.8% | +339.4% | -321.6% | -20.6% |
| 3Y | +88.5% | +201.7% | -113.2% | +21.7% |
| 5Y | +60.6% | +32.8% | +27.9% | +16.3% |
| 10Y | +298.0% | +274.8% | +23.2% | +100.0% |
| All | +617.6% | +286.3% | +331.3% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling