-16.2%
MCHP vs SWK
+46.0%
-62.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.4% | -9.7% | -9.8% |
| 7D | -24.6% | +11.0% | -35.6% | -30.3% |
| 30D | -25.2% | +30.1% | -55.3% | -38.2% |
| 3M | -21.1% | +14.7% | -35.7% | -28.7% |
| 6M | -42.7% | +44.5% | -87.2% | -56.0% |
| YTD | -6.9% | +59.4% | -66.2% | -34.7% |
| 1Y | +0.9% | +77.5% | -76.6% | -34.7% |
| 3Y | -16.2% | +49.5% | -65.7% | -43.7% |
| All | -16.2% | +46.0% | -62.2% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling