+1,079.5%
MPC vs SWK
+29.6%
+1,049.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -16.2% | +11.0% | -27.2% | -20.7% |
| 30D | -15.7% | +30.1% | -45.8% | -25.9% |
| 3M | +24.9% | +14.7% | +10.2% | +15.7% |
| 6M | +52.7% | +44.5% | +8.2% | +25.3% |
| YTD | +131.9% | +59.4% | +72.5% | +77.6% |
| 1Y | +96.6% | +77.5% | +19.1% | +42.0% |
| 3Y | +163.8% | +49.5% | +114.3% | +93.5% |
| 5Y | +533.1% | -24.9% | +558.0% | +561.4% |
| All | +1,079.5% | +29.6% | +1,049.9% | +758.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling