+29.4%
MMM vs SWK
-38.7%
+68.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.2% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -7.0% | -5.7% | -1.3% | -4.9% |
| 3M | +10.8% | +24.1% | -13.3% | +1.2% |
| 6M | +5.8% | +24.7% | -18.9% | -4.2% |
| YTD | +6.8% | +33.9% | -27.2% | -6.1% |
| 1Y | +10.4% | +34.7% | -24.3% | -3.7% |
| 3Y | +104.7% | +15.3% | +89.4% | +82.3% |
| All | +29.4% | -38.7% | +68.1% | +35.8% |
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