+540.9%
MPC vs SWK
-25.4%
+566.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -3.5% |
| 7D | -12.8% | +11.3% | -24.0% | -14.6% |
| 30D | -12.7% | +28.1% | -40.8% | -16.9% |
| 3M | +27.1% | +12.6% | +14.5% | +23.8% |
| 6M | +45.8% | +51.7% | -5.9% | +32.8% |
| YTD | +134.7% | +60.0% | +74.7% | +109.6% |
| 1Y | +106.0% | +72.7% | +33.4% | +80.1% |
| 3Y | +165.5% | +46.3% | +119.2% | +134.0% |
| 5Y | +540.9% | -24.6% | +565.5% | +540.0% |
| All | +540.9% | -25.4% | +566.3% | +540.0% |
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