+58.1%
MP vs SWK
-38.7%
+96.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | -2.9% | -0.4% | -2.4% | -2.6% |
| 30D | +13.8% | -5.7% | +19.5% | +17.3% |
| 3M | -16.7% | +24.1% | -40.8% | -25.7% |
| 6M | -11.5% | +24.7% | -36.2% | -21.4% |
| YTD | +7.9% | +33.9% | -26.0% | -8.3% |
| 1Y | -15.0% | +34.7% | -49.7% | -29.2% |
| 3Y | +153.5% | +15.3% | +138.2% | +122.7% |
| All | +58.1% | -38.7% | +96.9% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling