+243.5%
MXL vs SWK
-0.2%
+243.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.6% | +9.6% | +8.3% |
| 7D | +15.5% | -0.7% | +16.2% | +15.9% |
| 30D | -11.3% | -9.7% | -1.6% | -5.4% |
| 3M | -16.1% | +19.5% | -35.6% | -26.2% |
| 6M | +323.0% | +26.0% | +297.0% | +256.3% |
| YTD | +281.5% | +29.1% | +252.5% | +215.3% |
| 1Y | +319.3% | +23.7% | +295.6% | +256.6% |
| 3Y | +189.4% | +15.3% | +174.1% | +140.8% |
| 5Y | +26.0% | -40.6% | +66.6% | +58.0% |
| 10Y | +243.5% | -0.1% | +243.6% | +188.0% |
| All | +243.5% | -0.2% | +243.7% | +188.0% |
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