+537.5%
MAR vs SWK
+26.9%
+510.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.3% |
| 7D | +2.9% | +11.3% | -8.4% | -2.6% |
| 30D | +17.0% | +31.5% | -14.4% | +2.3% |
| 3M | +23.2% | +14.4% | +8.7% | +14.7% |
| 6M | +21.7% | +46.4% | -24.7% | -0.3% |
| YTD | +38.9% | +61.6% | -22.7% | +7.4% |
| 1Y | +48.7% | +78.7% | -30.1% | +9.1% |
| 3Y | +122.9% | +54.4% | +68.5% | +64.5% |
| 5Y | +177.5% | -25.3% | +202.8% | +193.8% |
| 10Y | +537.5% | +22.4% | +515.2% | +420.2% |
| All | +537.5% | +26.9% | +510.7% | +420.2% |
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