+237.4%
MP vs SWK
+6.2%
+231.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.5% | -4.8% |
| 7D | -19.0% | +11.3% | -30.2% | -23.9% |
| 30D | -30.5% | +28.1% | -58.6% | -39.3% |
| 3M | -29.6% | +12.6% | -42.2% | -34.3% |
| 6M | -50.4% | +51.7% | -102.1% | -60.6% |
| YTD | -33.2% | +60.0% | -93.2% | -48.9% |
| 1Y | -38.6% | +72.7% | -111.2% | -55.1% |
| 3Y | +105.5% | +46.3% | +59.2% | +56.7% |
| 5Y | -7.8% | -24.6% | +16.8% | -0.2% |
| All | +237.4% | +6.2% | +231.2% | +221.3% |
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