+153.6%
MGY vs SWK
+8.2%
+145.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -7.1% | -5.3% |
| 7D | -9.5% | +10.7% | -20.2% | -13.8% |
| 30D | -5.9% | +33.3% | -39.3% | -17.2% |
| 3M | -9.0% | +14.7% | -23.6% | -15.0% |
| 6M | -17.4% | +48.5% | -65.9% | -32.0% |
| YTD | +5.6% | +63.9% | -58.3% | -18.7% |
| 1Y | +6.0% | +80.4% | -74.5% | -22.3% |
| 3Y | +15.6% | +58.1% | -42.5% | -14.8% |
| 5Y | +20.2% | -24.5% | +44.7% | +24.0% |
| All | +153.6% | +8.2% | +145.3% | +103.3% |
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