+541.5%
MAR vs SWK
+30.0%
+511.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.6% |
| 7D | +4.4% | +11.3% | -6.8% | -1.1% |
| 30D | +15.5% | +28.1% | -12.6% | +2.3% |
| 3M | +15.7% | +12.6% | +3.1% | +8.6% |
| 6M | +18.2% | +51.7% | -33.5% | -4.9% |
| YTD | +35.3% | +60.0% | -24.7% | +5.2% |
| 1Y | +48.6% | +72.7% | -24.0% | +11.0% |
| 3Y | +124.3% | +46.3% | +78.0% | +70.4% |
| 5Y | +159.7% | -24.6% | +184.3% | +173.0% |
| All | +541.5% | +30.0% | +511.4% | +441.0% |
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