+5,979.9%
MCD vs SWK
+1,275.2%
+4,704.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 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% | -21.1% |
| 1Y | -17.3% | +34.7% | -51.9% | -23.9% |
| 3Y | -2.2% | +15.3% | -17.4% | -9.9% |
| 5Y | +20.3% | -39.3% | +59.6% | +25.5% |
| 10Y | +180.7% | +2.5% | +178.2% | +145.2% |
| All | +5,979.9% | +1,275.2% | +4,704.8% | +2,441.9% |
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