+213.3%
MCD vs SWK
+26.9%
+186.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +7.3% | +11.3% | -4.0% | +4.7% |
| 30D | +20.0% | +31.5% | -11.5% | +12.8% |
| 3M | +3.8% | +14.4% | -10.6% | +0.6% |
| 6M | +3.8% | +46.4% | -42.7% | -5.3% |
| YTD | -5.9% | +61.6% | -67.5% | -16.6% |
| 1Y | -3.2% | +78.7% | -82.0% | -16.5% |
| 3Y | +13.3% | +54.4% | -41.1% | -2.6% |
| 5Y | +25.2% | -25.3% | +50.5% | +31.6% |
| 10Y | +213.3% | +22.4% | +191.0% | +165.7% |
| All | +213.3% | +26.9% | +186.5% | +165.7% |
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