+15.0%
MMM vs SWKS
+20.8%
-5.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +7.0% | -3.1% | +10.1% | +7.4% |
| 30D | +18.4% | +8.3% | +10.1% | +17.0% |
| 3M | +4.5% | +20.2% | -15.8% | +1.5% |
| 6M | +33.4% | +24.9% | +8.5% | +26.8% |
| YTD | +20.0% | +33.2% | -13.2% | +10.7% |
| 1Y | +15.0% | +23.6% | -8.5% | +8.4% |
| All | +15.0% | +20.8% | -5.8% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling