-6.7%
MCD vs SWKS
+13.5%
-20.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.9% |
| 7D | +8.0% | -9.2% | +17.2% | +7.7% |
| 30D | +19.6% | -1.9% | +21.5% | +19.5% |
| 3M | +2.2% | +21.2% | -19.0% | +2.5% |
| 6M | -1.1% | +12.9% | -14.0% | -1.3% |
| YTD | -7.2% | +30.7% | -38.0% | -8.9% |
| 1Y | -6.7% | +14.1% | -20.8% | -6.5% |
| All | -6.7% | +13.5% | -20.2% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling