+515.5%
MAR vs SWK
+32.9%
+482.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -1.2% |
| 7D | +0.2% | +10.7% | -10.5% | -4.9% |
| 30D | +14.0% | +33.3% | -19.3% | -0.9% |
| 3M | +18.1% | +14.7% | +3.4% | +10.0% |
| 6M | +18.6% | +48.5% | -29.9% | -3.5% |
| YTD | +35.3% | +63.9% | -28.6% | +4.0% |
| 1Y | +44.5% | +80.4% | -35.9% | +5.7% |
| 3Y | +120.7% | +58.1% | +62.6% | +61.2% |
| 5Y | +164.1% | -24.5% | +188.6% | +178.3% |
| 10Y | +515.5% | +29.5% | +486.0% | +413.4% |
| All | +515.5% | +32.9% | +482.6% | +413.4% |
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