+540.2%
MAR vs SWK
+29.6%
+510.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +4.3% | +11.0% | -6.7% | -1.1% |
| 30D | +16.8% | +30.1% | -13.2% | +2.7% |
| 3M | +16.0% | +14.7% | +1.4% | +8.0% |
| 6M | +16.5% | +44.5% | -28.0% | -4.0% |
| YTD | +35.0% | +59.4% | -24.3% | +5.2% |
| 1Y | +49.4% | +77.5% | -28.2% | +10.1% |
| 3Y | +124.1% | +49.5% | +74.6% | +68.3% |
| 5Y | +159.2% | -24.9% | +184.1% | +173.0% |
| All | +540.2% | +29.6% | +510.7% | +440.9% |
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