+180.6%
MPC vs SWK
+15.2%
+165.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +5.4% | -0.4% | +5.9% | +5.5% |
| 30D | +31.0% | -5.7% | +36.7% | +32.3% |
| 3M | +46.0% | +24.1% | +22.0% | +38.8% |
| 6M | +77.3% | +24.7% | +52.6% | +67.5% |
| YTD | +141.9% | +33.9% | +108.0% | +123.4% |
| 1Y | +120.9% | +34.7% | +86.2% | +102.5% |
| All | +180.6% | +15.2% | +165.5% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling