+133.4%
MCHP vs SWK
+26.9%
+106.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.0% |
| 7D | -22.6% | +11.3% | -33.9% | -28.2% |
| 30D | -20.1% | +31.5% | -51.6% | -33.7% |
| 3M | -25.4% | +14.4% | -39.9% | -32.4% |
| 6M | -38.4% | +46.4% | -84.9% | -52.4% |
| YTD | -3.7% | +61.6% | -65.3% | -31.1% |
| 1Y | +11.7% | +78.7% | -67.0% | -25.2% |
| 3Y | -16.1% | +54.4% | -70.5% | -40.0% |
| 5Y | -16.9% | -25.3% | +8.4% | -10.4% |
| 10Y | +133.4% | +22.4% | +111.0% | +84.9% |
| All | +133.4% | +26.9% | +106.5% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling