+22.6%
MCD vs SWK
-25.4%
+48.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +8.0% | +11.3% | -3.2% | +6.8% |
| 30D | +19.6% | +28.1% | -8.5% | +16.7% |
| 3M | +2.2% | +12.6% | -10.4% | +0.8% |
| 6M | -1.1% | +51.7% | -52.9% | -5.3% |
| YTD | -7.2% | +60.0% | -67.2% | -11.9% |
| 1Y | -6.7% | +72.7% | -79.4% | -12.1% |
| 3Y | +11.6% | +46.3% | -34.7% | +5.8% |
| 5Y | +22.6% | -24.6% | +47.3% | +30.0% |
| All | +22.6% | -25.4% | +48.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling