+186.5%
MLM vs SWK
+30.0%
+156.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -4.0% |
| 7D | -1.2% | +11.3% | -12.5% | -6.0% |
| 30D | +7.9% | +28.1% | -20.2% | -3.4% |
| 3M | -4.5% | +12.6% | -17.1% | -9.7% |
| 6M | -12.6% | +51.7% | -64.4% | -27.8% |
| YTD | -14.9% | +60.0% | -74.8% | -31.7% |
| 1Y | -13.1% | +72.7% | -85.7% | -32.7% |
| 3Y | +21.2% | +46.3% | -25.1% | -5.2% |
| 5Y | +32.0% | -24.6% | +56.6% | +38.4% |
| All | +186.5% | +30.0% | +156.4% | +78.1% |
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 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