+76.3%
MMM vs SWKS
+49.3%
+27.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -0.4% | +9.4% | -9.8% | -2.7% |
| 30D | +12.1% | +17.0% | -4.8% | +7.7% |
| 3M | +1.4% | +28.9% | -27.5% | -5.8% |
| 6M | +26.6% | +33.1% | -6.6% | +15.2% |
| YTD | +16.8% | +44.8% | -28.0% | +2.8% |
| 1Y | +10.1% | +36.2% | -26.1% | -1.6% |
| 3Y | +158.4% | +11.5% | +146.9% | +132.0% |
| 5Y | +43.1% | -37.1% | +80.2% | +45.9% |
| All | +76.3% | +49.3% | +27.0% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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