+120.7%
MAR vs SWK
+53.9%
+66.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.8% |
| 7D | +0.2% | +10.7% | -10.5% | -3.3% |
| 30D | +14.0% | +33.3% | -19.3% | +3.4% |
| 3M | +18.1% | +14.7% | +3.4% | +12.5% |
| 6M | +18.6% | +48.5% | -29.9% | +2.7% |
| YTD | +35.3% | +63.9% | -28.6% | +12.5% |
| 1Y | +44.5% | +80.4% | -35.9% | +16.0% |
| 3Y | +120.7% | +58.1% | +62.6% | +70.9% |
| All | +120.7% | +53.9% | +66.8% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling