+213.4%
MCD vs SWK
+30.0%
+183.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | +8.0% | +11.3% | -3.2% | +5.4% |
| 30D | +19.6% | +28.1% | -8.5% | +13.2% |
| 3M | +2.2% | +12.6% | -10.4% | -0.6% |
| 6M | -1.1% | +51.7% | -52.9% | -10.5% |
| YTD | -7.2% | +60.0% | -67.2% | -17.7% |
| 1Y | -6.7% | +72.7% | -79.4% | -18.8% |
| 3Y | +11.6% | +46.3% | -34.7% | -2.6% |
| 5Y | +22.6% | -24.6% | +47.3% | +28.2% |
| All | +213.4% | +30.0% | +183.3% | +171.0% |
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