-13.1%
MLM vs SWK
+82.9%
-96.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -4.1% |
| 7D | -1.2% | +11.3% | -12.5% | -5.9% |
| 30D | +7.9% | +28.1% | -20.2% | -3.4% |
| 3M | -4.5% | +12.6% | -17.1% | -9.5% |
| 6M | -12.6% | +51.7% | -64.4% | -27.6% |
| YTD | -14.9% | +60.0% | -74.8% | -30.2% |
| 1Y | -13.1% | +72.7% | -85.7% | -30.3% |
| All | -13.1% | +82.9% | -96.0% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling