+182.7%
SW vs MKC
+25.9%
+156.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.3% |
| 7D | +2.3% | +2.3% | 0.0% | +1.8% |
| 30D | +6.8% | +8.1% | -1.3% | +5.1% |
| 3M | -5.2% | -6.4% | +1.2% | -4.0% |
| 6M | +7.4% | +1.8% | +5.6% | +6.6% |
| YTD | +17.4% | -26.9% | +44.3% | +24.7% |
| 1Y | +27.1% | -21.7% | +48.8% | +33.1% |
| 3Y | +47.9% | -18.7% | +66.6% | +53.1% |
| 5Y | -2.6% | -32.8% | +30.3% | +2.3% |
| All | +182.7% | +25.9% | +156.7% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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