+259.1%
MP vs SWKS
-23.7%
+282.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.2% | -3.7% |
| 7D | -12.5% | -4.9% | -7.6% | -10.3% |
| 30D | -23.3% | -1.2% | -22.2% | -22.9% |
| 3M | -24.4% | +24.2% | -48.5% | -34.1% |
| 6M | -45.8% | +21.5% | -67.2% | -53.2% |
| YTD | -28.9% | +33.5% | -62.4% | -42.8% |
| 1Y | -34.6% | +18.9% | -53.5% | -43.9% |
| 3Y | +118.7% | +0.4% | +118.3% | +84.6% |
| 5Y | -3.1% | -44.3% | +41.2% | +19.9% |
| All | +259.1% | -23.7% | +282.8% | +340.1% |
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 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