+7,770.0%
MCO vs SWK
+1,264.3%
+6,505.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +2.4% | +11.0% | -8.6% | -2.3% |
| 30D | +12.5% | +30.1% | -17.6% | +0.3% |
| 3M | +7.1% | +14.7% | -7.6% | +0.6% |
| 6M | +13.2% | +44.5% | -31.3% | -4.6% |
| YTD | -0.4% | +59.4% | -59.7% | -20.8% |
| 1Y | +5.8% | +77.5% | -71.8% | -20.1% |
| 3Y | +55.4% | +49.5% | +5.9% | +19.5% |
| 5Y | +36.3% | -24.9% | +61.2% | +36.4% |
| 10Y | +468.9% | +31.8% | +437.2% | +308.9% |
| All | +7,770.0% | +1,264.3% | +6,505.6% | +2,508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling