+213.4%
MCD vs SWKS
+31.5%
+181.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | +8.0% | -9.2% | +17.2% | +9.4% |
| 30D | +19.6% | -1.9% | +21.5% | +19.8% |
| 3M | +2.2% | +21.2% | -19.0% | -1.4% |
| 6M | -1.1% | +12.9% | -14.0% | -4.6% |
| YTD | -7.2% | +30.7% | -38.0% | -13.1% |
| 1Y | -6.7% | +14.1% | -20.8% | -10.6% |
| 3Y | +11.6% | -1.7% | +13.3% | +5.6% |
| 5Y | +22.6% | -43.0% | +65.6% | +27.9% |
| All | +213.4% | +31.5% | +181.9% | +161.6% |
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