+163.0%
MXL vs SWK
+193.1%
-30.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.2% |
| 7D | -27.1% | +11.0% | -38.1% | -32.9% |
| 30D | -54.2% | +30.1% | -84.2% | -62.2% |
| 3M | -29.9% | +14.7% | -44.6% | -37.3% |
| 6M | -39.5% | +44.5% | -84.0% | -53.9% |
| YTD | +182.2% | +59.4% | +122.8% | +99.5% |
| 1Y | +231.8% | +77.5% | +154.3% | +118.9% |
| 3Y | +195.9% | +49.5% | +146.4% | +104.8% |
| 5Y | -27.3% | -24.9% | -2.4% | -24.2% |
| 10Y | +159.9% | +31.8% | +128.2% | +76.3% |
| All | +163.0% | +193.1% | -30.1% | -4.3% |
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