+1,079.5%
MPC vs SWKS
+33.1%
+1,046.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | -16.2% | -6.2% | -10.0% | -14.4% |
| 30D | -15.7% | -1.5% | -14.2% | -15.5% |
| 3M | +24.9% | +23.0% | +1.9% | +14.7% |
| 6M | +52.7% | +27.6% | +25.0% | +35.8% |
| YTD | +131.9% | +32.3% | +99.5% | +101.3% |
| 1Y | +96.6% | +20.1% | +76.5% | +76.5% |
| 3Y | +163.8% | +0.6% | +163.1% | +135.0% |
| 5Y | +533.1% | -42.3% | +575.4% | +577.6% |
| All | +1,079.5% | +33.1% | +1,046.4% | +754.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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