+167.0%
MPC vs SWK
+46.5%
+120.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -3.5% |
| 7D | -12.8% | +11.3% | -24.0% | -14.5% |
| 30D | -12.7% | +28.1% | -40.8% | -16.8% |
| 3M | +27.1% | +12.6% | +14.5% | +24.0% |
| 6M | +45.8% | +51.7% | -5.9% | +32.3% |
| YTD | +134.7% | +60.0% | +74.7% | +108.2% |
| 1Y | +106.0% | +72.7% | +33.4% | +77.9% |
| All | +167.0% | +46.5% | +120.5% | +123.7% |
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