+457.5%
MCO vs SWK
+32.9%
+424.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | 0.0% |
| 7D | +1.0% | +10.7% | -9.7% | -3.1% |
| 30D | +10.1% | +33.3% | -23.2% | -1.9% |
| 3M | +7.2% | +14.7% | -7.5% | +1.2% |
| 6M | +13.8% | +48.5% | -34.8% | -3.9% |
| YTD | +0.7% | +63.9% | -63.2% | -19.6% |
| 1Y | +5.6% | +80.4% | -74.8% | -19.2% |
| 3Y | +54.1% | +58.1% | -4.1% | +17.4% |
| 5Y | +36.0% | -24.5% | +60.4% | +40.1% |
| 10Y | +457.5% | +29.5% | +428.1% | +315.4% |
| All | +457.5% | +32.9% | +424.7% | +315.4% |
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