-3.1%
MP vs SWK
-24.2%
+21.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +13.1% | -18.2% | -11.3% |
| 7D | -12.5% | +17.9% | -30.4% | -20.0% |
| 30D | -23.3% | +31.9% | -55.3% | -33.8% |
| 3M | -24.4% | +16.6% | -40.9% | -30.5% |
| 6M | -45.8% | +61.1% | -106.9% | -57.9% |
| YTD | -28.9% | +64.2% | -93.1% | -45.9% |
| 1Y | -34.6% | +85.2% | -119.8% | -53.4% |
| 3Y | +118.7% | +50.2% | +68.5% | +66.3% |
| 5Y | -3.1% | -22.8% | +19.8% | +4.7% |
| All | -3.1% | -24.2% | +21.1% | +4.7% |
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