+629.1%
MRNA vs SWK
-8.5%
+637.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.7% |
| 7D | -10.1% | -4.6% | -5.5% | -8.9% |
| 30D | +126.7% | -9.9% | +136.6% | +134.0% |
| 3M | +184.1% | +15.4% | +168.7% | +174.1% |
| 6M | +143.3% | +25.0% | +118.3% | +129.2% |
| YTD | +359.9% | +27.2% | +332.6% | +330.6% |
| 1Y | +454.2% | +24.6% | +429.6% | +420.6% |
| 3Y | +26.0% | +13.7% | +12.3% | +19.7% |
| 5Y | -70.3% | -41.5% | -28.7% | -71.8% |
| All | +629.1% | -8.5% | +637.6% | +541.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling