+51.6%
MCO vs SWK
+50.7%
+0.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.5% | -1.4% | +1.9% | +0.8% |
| 30D | +9.8% | +25.5% | -15.6% | +3.8% |
| 3M | +4.3% | +11.8% | -7.5% | +1.3% |
| 6M | +16.5% | +48.7% | -32.2% | +5.1% |
| YTD | +0.1% | +57.2% | -57.0% | -11.9% |
| 1Y | +4.4% | +75.3% | -70.8% | -11.1% |
| 3Y | +51.6% | +51.9% | -0.4% | +29.6% |
| All | +51.6% | +50.7% | +0.9% | +29.6% |
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 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