+160.8%
MMM vs SWKS
-1.9%
+162.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | +5.9% | -9.2% | +15.1% | +7.8% |
| 30D | +14.7% | -1.9% | +16.7% | +15.0% |
| 3M | +3.6% | +21.2% | -17.7% | -1.1% |
| 6M | +32.7% | +12.9% | +19.8% | +26.9% |
| YTD | +18.9% | +30.7% | -11.8% | +9.2% |
| 1Y | +16.4% | +14.1% | +2.2% | +10.2% |
| All | +160.8% | -1.9% | +162.6% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling