-38.6%
MP vs SWKS
+13.5%
-52.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -4.0% | -5.6% |
| 7D | -19.0% | -9.2% | -9.8% | -17.2% |
| 30D | -30.5% | -1.9% | -28.6% | -30.1% |
| 3M | -29.6% | +21.2% | -50.8% | -34.2% |
| 6M | -50.4% | +12.9% | -63.3% | -52.7% |
| YTD | -33.2% | +30.7% | -64.0% | -39.6% |
| 1Y | -38.6% | +14.1% | -52.7% | -38.8% |
| All | -38.6% | +13.5% | -52.1% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling