+116.3%
MP vs SWKS
-1.9%
+118.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -4.0% | -5.5% |
| 7D | -19.0% | -9.2% | -9.8% | -16.7% |
| 30D | -30.5% | -1.9% | -28.6% | -30.0% |
| 3M | -29.6% | +21.2% | -50.8% | -34.7% |
| 6M | -50.4% | +12.9% | -63.3% | -53.3% |
| YTD | -33.2% | +30.7% | -64.0% | -40.5% |
| 1Y | -38.6% | +14.1% | -52.7% | -42.8% |
| All | +116.3% | -1.9% | +118.2% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling