+36.3%
MCO vs SWK
-25.5%
+61.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.4% | +11.0% | -8.6% | -0.9% |
| 30D | +12.5% | +30.1% | -17.6% | +3.9% |
| 3M | +7.1% | +14.7% | -7.6% | +2.6% |
| 6M | +13.2% | +44.5% | -31.3% | +0.6% |
| YTD | -0.4% | +59.4% | -59.7% | -15.1% |
| 1Y | +5.8% | +77.5% | -71.8% | -13.2% |
| 3Y | +55.4% | +49.5% | +5.9% | +28.6% |
| All | +36.3% | -25.5% | +61.7% | +32.4% |
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 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