+14.6%
MGY vs SWK
+46.0%
-31.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -10.7% | +11.0% | -21.7% | -12.8% |
| 30D | -2.7% | +30.1% | -32.8% | -8.3% |
| 3M | -3.7% | +14.7% | -18.3% | -6.8% |
| 6M | -16.3% | +44.5% | -60.8% | -24.2% |
| YTD | +10.2% | +59.4% | -49.2% | -4.7% |
| 1Y | +13.5% | +77.5% | -64.1% | -6.0% |
| 3Y | +14.6% | +49.5% | -34.8% | -9.1% |
| All | +14.6% | +46.0% | -31.3% | -9.1% |
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