+210.8%
MGY vs SWK
-16.0%
+226.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.3% |
| 7D | +1.5% | -4.6% | +6.1% | +3.4% |
| 30D | +6.8% | -9.9% | +16.7% | +11.3% |
| 3M | +2.6% | +15.4% | -12.8% | -5.1% |
| 6M | -3.1% | +25.0% | -28.1% | -15.0% |
| YTD | +29.4% | +27.2% | +2.2% | +11.7% |
| 1Y | +22.3% | +24.6% | -2.3% | +5.7% |
| 3Y | +26.6% | +13.7% | +12.9% | +8.1% |
| 5Y | +92.1% | -41.5% | +133.7% | +121.8% |
| All | +210.8% | -16.0% | +226.8% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling