+10.5%
MCD vs SWKS
-0.7%
+11.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.6% |
| 7D | +7.1% | -6.2% | +13.3% | +7.2% |
| 30D | +19.8% | -1.5% | +21.3% | +19.8% |
| 3M | +0.8% | +23.0% | -22.2% | +0.2% |
| 6M | -1.3% | +27.6% | -28.9% | -2.4% |
| YTD | -7.8% | +32.3% | -40.1% | -9.1% |
| 1Y | -5.0% | +20.1% | -25.1% | -6.0% |
| 3Y | +10.5% | +0.6% | +9.9% | +8.7% |
| All | +10.5% | -0.7% | +11.2% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling