+80.3%
MMM vs SWK
+29.6%
+50.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +6.2% | +11.0% | -4.8% | +1.6% |
| 30D | +14.2% | +30.1% | -15.8% | +2.1% |
| 3M | +2.9% | +14.7% | -11.8% | -3.1% |
| 6M | +27.6% | +44.5% | -16.9% | +8.2% |
| YTD | +17.3% | +59.4% | -42.1% | -5.3% |
| 1Y | +15.1% | +77.5% | -62.4% | -11.6% |
| 3Y | +157.1% | +49.5% | +107.7% | +103.7% |
| 5Y | +45.1% | -24.9% | +70.0% | +49.4% |
| All | +80.3% | +29.6% | +50.8% | +43.2% |
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