+2,498.9%
MAR vs SWK
+288.0%
+2,210.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -4.2% | -0.4% | -3.7% | -3.9% |
| 30D | -6.7% | -5.7% | -1.0% | -3.9% |
| 3M | -12.5% | +24.1% | -36.6% | -22.8% |
| 6M | +0.6% | +24.7% | -24.1% | -12.2% |
| YTD | +9.1% | +33.9% | -24.8% | -8.6% |
| 1Y | +26.2% | +34.7% | -8.5% | +4.4% |
| 3Y | +68.2% | +15.3% | +52.9% | +41.5% |
| 5Y | +163.9% | -39.3% | +203.2% | +198.7% |
| 10Y | +420.6% | +2.5% | +418.1% | +314.3% |
| All | +2,498.9% | +288.0% | +2,210.9% | +811.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling