0.0%
MCD vs SWKS
+21.4%
-21.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.9% | +9.4% | +6.3% |
| 7D | +11.9% | -4.9% | +16.8% | +11.5% |
| 30D | +20.2% | -1.2% | +21.4% | +20.1% |
| 3M | +5.2% | +24.2% | -19.0% | +6.8% |
| 6M | 0.0% | +21.5% | -21.5% | +0.6% |
| All | 0.0% | +21.4% | -21.4% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling