+47.2%
MMM vs SWKS
-44.4%
+91.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | +5.9% | -9.2% | +15.1% | +8.1% |
| 30D | +14.7% | -1.9% | +16.7% | +15.1% |
| 3M | +3.6% | +21.2% | -17.7% | -1.9% |
| 6M | +32.7% | +12.9% | +19.8% | +26.1% |
| YTD | +18.9% | +30.7% | -11.8% | +8.1% |
| 1Y | +16.4% | +14.1% | +2.2% | +9.4% |
| 3Y | +159.8% | -1.7% | +161.5% | +139.4% |
| 5Y | +47.2% | -43.0% | +90.2% | +44.4% |
| All | +47.2% | -44.4% | +91.6% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling