+180.6%
MPC vs SWKS
-25.5%
+206.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.4% |
| 7D | +5.4% | +12.5% | -7.1% | +2.8% |
| 30D | +31.0% | +10.5% | +20.5% | +28.0% |
| 3M | +46.0% | -7.4% | +53.4% | +47.8% |
| 6M | +77.3% | +32.7% | +44.6% | +63.4% |
| YTD | +141.9% | +19.2% | +122.7% | +128.0% |
| 1Y | +120.9% | +2.4% | +118.5% | +115.2% |
| All | +180.6% | -25.5% | +206.1% | +158.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling