+78.1%
MMM vs SWK
+17.8%
+60.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.4% |
| 7D | -0.8% | -2.0% | +1.1% | 0.0% |
| 30D | +14.4% | +24.6% | -10.2% | +4.2% |
| 3M | +1.8% | +10.8% | -9.0% | -2.7% |
| 6M | +31.3% | +46.1% | -14.8% | +10.9% |
| YTD | +18.0% | +56.8% | -38.9% | -4.1% |
| 1Y | +10.9% | +72.7% | -61.9% | -13.8% |
| 3Y | +160.6% | +49.9% | +110.8% | +106.2% |
| 5Y | +44.5% | -30.9% | +75.4% | +54.6% |
| All | +78.1% | +17.8% | +60.2% | +48.7% |
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