+254.1%
MP vs SWKS
-24.4%
+278.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.4% |
| 7D | -10.5% | -6.2% | -4.4% | -7.6% |
| 30D | -23.5% | -1.5% | -22.1% | -22.9% |
| 3M | -25.4% | +23.0% | -48.4% | -34.7% |
| 6M | -51.3% | +27.6% | -78.9% | -58.7% |
| YTD | -29.9% | +32.3% | -62.2% | -43.3% |
| 1Y | -31.8% | +20.1% | -52.0% | -41.9% |
| 3Y | +127.0% | +0.6% | +126.3% | +90.8% |
| 5Y | -3.3% | -42.3% | +39.0% | +17.4% |
| All | +254.1% | -24.4% | +278.5% | +336.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling