+177.3%
MCD vs SWK
+2.4%
+174.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | -6.0% | -5.7% | -0.3% | -4.9% |
| 3M | -5.6% | +24.1% | -29.6% | -10.4% |
| 6M | -21.9% | +24.7% | -46.6% | -26.3% |
| YTD | -14.7% | +33.9% | -48.6% | -21.2% |
| 1Y | -17.3% | +34.7% | -51.9% | -24.0% |
| 3Y | -2.2% | +15.3% | -17.4% | -9.7% |
| 5Y | +20.3% | -39.3% | +59.6% | +32.4% |
| All | +177.3% | +2.4% | +174.9% | +137.2% |
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