+7,581.3%
MCO vs SWK
+1,046.6%
+6,534.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | -4.2% | -0.4% | -3.7% | -4.0% |
| 30D | +2.2% | -5.7% | +7.9% | +4.7% |
| 3M | +10.1% | +24.1% | -14.0% | -0.5% |
| 6M | +5.3% | +24.7% | -19.5% | -6.0% |
| YTD | -2.7% | +33.9% | -36.7% | -16.5% |
| 1Y | -0.4% | +34.7% | -35.1% | -15.5% |
| 3Y | +49.0% | +15.3% | +33.8% | +28.2% |
| 5Y | +33.6% | -39.3% | +72.9% | +46.7% |
| 10Y | +395.3% | +2.5% | +392.8% | +298.0% |
| All | +7,581.3% | +1,046.6% | +6,534.7% | +2,651.9% |
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