+47.2%
MMM vs SWK
-25.4%
+72.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.1% |
| 7D | +5.9% | +11.3% | -5.4% | +1.5% |
| 30D | +14.7% | +28.1% | -13.3% | +4.0% |
| 3M | +3.6% | +12.6% | -9.0% | -1.4% |
| 6M | +32.7% | +51.7% | -19.0% | +11.7% |
| YTD | +18.9% | +60.0% | -41.0% | -2.6% |
| 1Y | +16.4% | +72.7% | -56.3% | -7.8% |
| 3Y | +159.8% | +46.3% | +113.5% | +110.7% |
| 5Y | +47.2% | -24.6% | +71.8% | +42.2% |
| All | +47.2% | -25.4% | +72.6% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling