+18.5%
MLM vs SWK
+15.2%
+3.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.9% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | -6.8% | -5.7% | -1.1% | -5.1% |
| 3M | -11.2% | +24.1% | -35.3% | -16.9% |
| 6M | -21.8% | +24.7% | -46.5% | -27.3% |
| YTD | -17.0% | +33.9% | -50.9% | -24.1% |
| 1Y | -16.4% | +34.7% | -51.0% | -24.0% |
| All | +18.5% | +15.2% | +3.4% | +6.0% |
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