+211.7%
MCD vs SWKS
+33.1%
+178.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | +7.1% | -6.2% | +13.3% | +8.0% |
| 30D | +19.8% | -1.5% | +21.3% | +19.9% |
| 3M | +0.8% | +23.0% | -22.2% | -3.0% |
| 6M | -1.3% | +27.6% | -28.9% | -6.5% |
| YTD | -7.8% | +32.3% | -40.1% | -13.7% |
| 1Y | -5.0% | +20.1% | -25.1% | -9.7% |
| 3Y | +10.5% | +0.6% | +9.9% | +4.2% |
| 5Y | +22.0% | -42.3% | +64.3% | +27.0% |
| All | +211.7% | +33.1% | +178.6% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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