+590.5%
MPC vs SWK
-24.2%
+614.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +13.1% | -21.2% | -10.3% |
| 7D | -10.9% | +17.9% | -28.8% | -13.8% |
| 30D | -9.4% | +31.9% | -41.4% | -14.2% |
| 3M | +26.0% | +16.6% | +9.4% | +22.0% |
| 6M | +56.5% | +61.1% | -4.6% | +40.9% |
| YTD | +144.3% | +64.2% | +80.1% | +117.2% |
| 1Y | +117.2% | +85.2% | +32.0% | +87.0% |
| 3Y | +176.3% | +50.2% | +126.1% | +142.5% |
| 5Y | +590.5% | -22.8% | +613.3% | +587.8% |
| All | +590.5% | -24.2% | +614.7% | +587.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling