+342.5%
MCK vs SWK
-38.5%
+381.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -2.0% |
| 7D | -1.9% | +0.1% | -2.1% | -1.9% |
| 30D | +2.4% | -8.9% | +11.3% | +2.5% |
| 3M | +16.1% | +20.5% | -4.4% | +15.8% |
| 6M | -3.1% | +27.1% | -30.2% | -3.5% |
| YTD | +8.7% | +30.2% | -21.5% | +8.2% |
| 1Y | +28.1% | +24.8% | +3.3% | +27.5% |
| 3Y | +114.1% | +16.3% | +97.8% | +112.7% |
| 5Y | +342.5% | -40.1% | +382.6% | +415.6% |
| All | +342.5% | -38.5% | +381.0% | +415.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling