+6,563.2%
MCD vs SWKS
+9,318.3%
-2,755.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.9% | +9.4% | +6.7% |
| 7D | +11.9% | -4.9% | +16.8% | +12.1% |
| 30D | +20.2% | -1.2% | +21.4% | +20.3% |
| 3M | +5.2% | +24.2% | -19.0% | +3.8% |
| 6M | 0.0% | +21.5% | -21.5% | -1.5% |
| YTD | -6.5% | +33.5% | -40.0% | -8.5% |
| 1Y | -3.9% | +18.9% | -22.9% | -5.4% |
| 3Y | +12.5% | +0.4% | +12.1% | +10.6% |
| 5Y | +24.2% | -44.3% | +68.5% | +25.1% |
| 10Y | +220.9% | +37.1% | +183.8% | +207.2% |
| All | +6,563.2% | +9,318.3% | -2,755.1% | +5,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling