+254.1%
MP vs SWK
+5.8%
+248.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -10.5% | +11.0% | -21.5% | -15.9% |
| 30D | -23.5% | +30.1% | -53.6% | -33.8% |
| 3M | -25.4% | +14.7% | -40.1% | -31.1% |
| 6M | -51.3% | +44.5% | -95.8% | -60.3% |
| YTD | -29.9% | +59.4% | -89.3% | -46.3% |
| 1Y | -31.8% | +77.5% | -109.4% | -50.9% |
| 3Y | +127.0% | +49.5% | +77.5% | +70.7% |
| 5Y | -3.3% | -24.9% | +21.6% | +5.0% |
| All | +254.1% | +5.8% | +248.3% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling