+28.2%
MLM vs SWK
+50.4%
-22.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +13.1% | -10.8% | -1.7% |
| 7D | +9.1% | +17.9% | -8.8% | +3.5% |
| 30D | +14.6% | +31.9% | -17.3% | +5.0% |
| 3M | +0.3% | +16.6% | -16.3% | -4.6% |
| 6M | -7.5% | +61.1% | -68.6% | -20.2% |
| YTD | -10.2% | +64.2% | -74.4% | -23.1% |
| 1Y | -10.5% | +85.2% | -95.7% | -25.7% |
| All | +28.2% | +50.4% | -22.2% | +7.8% |
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