+237.4%
MP vs SWKS
-25.3%
+262.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -4.0% | -5.1% |
| 7D | -19.0% | -9.2% | -9.8% | -15.0% |
| 30D | -30.5% | -1.9% | -28.6% | -29.8% |
| 3M | -29.6% | +21.2% | -50.8% | -37.9% |
| 6M | -50.4% | +12.9% | -63.3% | -55.6% |
| YTD | -33.2% | +30.7% | -64.0% | -45.7% |
| 1Y | -38.6% | +14.1% | -52.7% | -46.1% |
| 3Y | +105.5% | -1.7% | +107.2% | +75.2% |
| 5Y | -7.8% | -43.0% | +35.2% | +12.5% |
| All | +237.4% | -25.3% | +262.7% | +317.9% |
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 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