+21.6%
MCD vs SWKS
-53.5%
+75.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.7% |
| 7D | -2.8% | +12.5% | -15.3% | -3.6% |
| 30D | -6.0% | +10.5% | -16.5% | -6.7% |
| 3M | -5.6% | -7.4% | +1.8% | -5.3% |
| 6M | -21.9% | +32.7% | -54.5% | -24.1% |
| YTD | -14.7% | +19.2% | -33.9% | -16.5% |
| 1Y | -17.3% | +2.4% | -19.6% | -18.1% |
| 3Y | -2.2% | -25.6% | +23.5% | -1.5% |
| All | +21.6% | -53.5% | +75.1% | +32.7% |
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 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