+388.8%
MCO vs SWK
-0.7%
+389.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.5% |
| 7D | -3.1% | -4.6% | +1.4% | -1.4% |
| 30D | -0.5% | -9.9% | +9.4% | +3.6% |
| 3M | +5.7% | +15.4% | -9.7% | -1.0% |
| 6M | +3.0% | +25.0% | -21.9% | -7.4% |
| YTD | -6.5% | +27.2% | -33.7% | -17.2% |
| 1Y | -5.8% | +24.6% | -30.4% | -16.5% |
| 3Y | +43.1% | +13.7% | +29.5% | +24.8% |
| 5Y | +29.5% | -41.5% | +71.0% | +47.8% |
| 10Y | +388.8% | +0.7% | +388.2% | +288.3% |
| All | +388.8% | -0.7% | +389.5% | +288.3% |
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