+427.0%
MAR vs SWK
+2.4%
+424.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -4.2% | -0.4% | -3.7% | -4.0% |
| 30D | -6.7% | -5.7% | -1.0% | -4.2% |
| 3M | -12.5% | +24.1% | -36.6% | -21.9% |
| 6M | +0.6% | +24.7% | -24.1% | -11.1% |
| YTD | +9.1% | +33.9% | -24.8% | -7.2% |
| 1Y | +26.2% | +34.7% | -8.5% | +6.1% |
| 3Y | +68.2% | +15.3% | +52.9% | +43.9% |
| 5Y | +163.9% | -39.3% | +203.2% | +209.3% |
| All | +427.0% | +2.4% | +424.6% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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