+47.8%
MCO vs SWK
+18.2%
+29.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -4.2% | -0.4% | -3.7% | -4.1% |
| 30D | +2.2% | -5.7% | +7.9% | +3.6% |
| 3M | +10.1% | +24.1% | -14.0% | +4.1% |
| 6M | +5.3% | +24.7% | -19.5% | -1.0% |
| YTD | -2.7% | +33.9% | -36.7% | -10.8% |
| 1Y | -0.4% | +34.7% | -35.1% | -9.2% |
| All | +47.8% | +18.2% | +29.6% | +38.2% |
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