+755.0%
SW vs MKC
+307.1%
+447.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | -5.1% | -5.9% | +0.8% | -4.3% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | +9.4% | +12.7% | -3.3% | +7.3% |
| 6M | +3.5% | -19.3% | +22.8% | +6.5% |
| YTD | +22.0% | -22.2% | +44.2% | +26.2% |
| 1Y | +2.2% | -23.3% | +25.5% | +5.9% |
| 3Y | +19.6% | -30.0% | +49.6% | +24.9% |
| 5Y | -2.3% | -33.8% | +31.4% | +1.7% |
| 10Y | +181.4% | +24.4% | +156.9% | +179.9% |
| All | +755.0% | +307.1% | +447.9% | +685.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling