+22.6%
MCD vs SWKS
-44.4%
+67.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | +8.0% | -9.2% | +17.2% | +8.5% |
| 30D | +19.6% | -1.9% | +21.5% | +19.7% |
| 3M | +2.2% | +21.2% | -19.0% | +0.7% |
| 6M | -1.1% | +12.9% | -14.0% | -2.6% |
| YTD | -7.2% | +30.7% | -38.0% | -9.9% |
| 1Y | -6.7% | +14.1% | -20.8% | -8.4% |
| 3Y | +11.6% | -1.7% | +13.3% | +8.7% |
| 5Y | +22.6% | -43.0% | +65.6% | +26.9% |
| All | +22.6% | -44.4% | +67.1% | +26.9% |
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