+3,144.9%
MMM vs SWKS
+9,124.1%
-5,979.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.0% |
| 7D | +5.9% | -9.2% | +15.1% | +6.7% |
| 30D | +14.7% | -1.9% | +16.7% | +14.9% |
| 3M | +3.6% | +21.2% | -17.7% | +1.6% |
| 6M | +32.7% | +12.9% | +19.8% | +30.5% |
| YTD | +18.9% | +30.7% | -11.8% | +15.2% |
| 1Y | +16.4% | +14.1% | +2.2% | +14.0% |
| 3Y | +159.8% | -1.7% | +161.5% | +154.9% |
| 5Y | +47.2% | -43.0% | +90.2% | +49.8% |
| 10Y | +86.5% | +34.3% | +52.1% | +75.6% |
| All | +3,144.9% | +9,124.1% | -5,979.2% | +2,198.1% |
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