+3,327.9%
MLM vs SWK
+1,187.5%
+2,140.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +13.1% | -10.8% | -3.5% |
| 7D | +9.1% | +17.9% | -8.8% | +1.0% |
| 30D | +14.6% | +31.9% | -17.3% | +0.8% |
| 3M | +0.3% | +16.6% | -16.3% | -6.9% |
| 6M | -7.5% | +61.1% | -68.6% | -26.0% |
| YTD | -10.2% | +64.2% | -74.4% | -29.4% |
| 1Y | -10.5% | +85.2% | -95.7% | -33.6% |
| 3Y | +27.8% | +50.2% | -22.4% | -2.1% |
| 5Y | +38.9% | -22.8% | +61.7% | +39.1% |
| 10Y | +211.4% | +35.8% | +175.7% | +124.7% |
| All | +3,327.9% | +1,187.5% | +2,140.4% | +899.3% |
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