+2,812.9%
MMM vs SWKS
+8,307.4%
-5,494.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | -3.3% | +12.5% | -15.8% | -4.3% |
| 30D | -7.0% | +10.5% | -17.5% | -7.9% |
| 3M | +10.8% | -7.4% | +18.2% | +11.3% |
| 6M | +5.8% | +32.7% | -26.9% | +2.7% |
| YTD | +6.8% | +19.2% | -12.4% | +4.5% |
| 1Y | +10.4% | +2.4% | +8.0% | +9.3% |
| 3Y | +104.7% | -25.6% | +130.3% | +106.0% |
| 5Y | +23.6% | -53.4% | +77.0% | +28.1% |
| 10Y | +54.1% | +23.2% | +31.0% | +46.5% |
| All | +2,812.9% | +8,307.4% | -5,494.5% | +1,984.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling