+3,101.0%
MPC vs SWKS
+305.9%
+2,795.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.8% |
| 7D | +5.4% | +12.5% | -7.1% | +1.5% |
| 30D | +31.0% | +10.5% | +20.5% | +26.5% |
| 3M | +46.0% | -7.4% | +53.4% | +47.8% |
| 6M | +77.3% | +32.7% | +44.6% | +57.7% |
| YTD | +141.9% | +19.2% | +122.7% | +121.8% |
| 1Y | +120.9% | +2.4% | +118.5% | +111.5% |
| 3Y | +182.7% | -25.6% | +208.3% | +185.2% |
| 5Y | +646.4% | -53.4% | +699.9% | +754.3% |
| 10Y | +1,138.7% | +23.2% | +1,115.6% | +865.5% |
| All | +3,101.0% | +305.9% | +2,795.1% | +1,525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling