+445.3%
MP vs SWKS
-31.9%
+477.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | -0.4% |
| 7D | -2.9% | +12.5% | -15.4% | -8.7% |
| 30D | +13.8% | +10.5% | +3.3% | +7.8% |
| 3M | -16.7% | -7.4% | -9.3% | -14.0% |
| 6M | -11.5% | +32.7% | -44.2% | -25.8% |
| YTD | +7.9% | +19.2% | -11.2% | -5.7% |
| 1Y | -15.0% | +2.4% | -17.4% | -20.1% |
| 3Y | +153.5% | -25.6% | +179.1% | +165.5% |
| 5Y | +58.7% | -53.4% | +112.1% | +120.7% |
| All | +445.3% | -31.9% | +477.2% | +625.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling