+80.3%
MMM vs SWKS
+33.1%
+47.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | +6.2% | -6.2% | +12.4% | +7.8% |
| 30D | +14.2% | -1.5% | +15.7% | +14.4% |
| 3M | +2.9% | +23.0% | -20.1% | -3.3% |
| 6M | +27.6% | +27.6% | 0.0% | +17.2% |
| YTD | +17.3% | +32.3% | -15.0% | +5.6% |
| 1Y | +15.1% | +20.1% | -5.0% | +6.3% |
| 3Y | +157.1% | +0.6% | +156.5% | +137.0% |
| 5Y | +45.1% | -42.3% | +87.4% | +51.2% |
| All | +80.3% | +33.1% | +47.2% | +41.7% |
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