+3,431.3%
MRSH vs SWK
+1,275.2%
+2,156.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -3.6% | -0.4% | -3.1% | -3.5% |
| 30D | -3.0% | -5.7% | +2.7% | -1.4% |
| 3M | +15.8% | +24.1% | -8.2% | +7.8% |
| 6M | +1.6% | +24.7% | -23.1% | -6.4% |
| YTD | +1.7% | +33.9% | -32.2% | -8.7% |
| 1Y | -8.0% | +34.7% | -42.7% | -18.2% |
| 3Y | -0.3% | +15.3% | -15.5% | -11.5% |
| 5Y | +25.9% | -39.3% | +65.2% | +32.7% |
| 10Y | +222.0% | +2.5% | +219.5% | +165.8% |
| All | +3,431.3% | +1,275.2% | +2,156.1% | +1,142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling