+25.2%
MCD vs SWKS
-41.6%
+66.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | -3.1% | +10.4% | +7.4% |
| 30D | +20.0% | +8.3% | +11.6% | +19.4% |
| 3M | +3.8% | +20.2% | -16.4% | +2.4% |
| 6M | +3.8% | +24.9% | -21.2% | +1.5% |
| YTD | -5.9% | +33.2% | -39.0% | -8.6% |
| 1Y | -3.2% | +23.6% | -26.8% | -5.5% |
| 3Y | +13.3% | +1.3% | +12.0% | +10.1% |
| 5Y | +25.2% | -40.6% | +65.8% | +29.3% |
| All | +25.2% | -41.6% | +66.9% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling