+730.4%
SW vs MKC
+295.4%
+434.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +4.7% | +7.0% | -2.3% | +3.6% |
| 30D | +5.0% | +11.4% | -6.4% | +3.3% |
| 3M | -7.3% | -3.7% | -3.6% | -6.9% |
| 6M | +15.0% | +5.3% | +9.7% | +13.8% |
| YTD | +18.5% | -24.4% | +42.9% | +23.0% |
| 1Y | +27.1% | -19.7% | +46.8% | +30.8% |
| 3Y | +49.3% | -16.3% | +65.6% | +52.6% |
| 5Y | -1.6% | -30.5% | +28.9% | +1.7% |
| 10Y | +185.4% | +31.3% | +154.1% | +184.4% |
| All | +730.4% | +295.4% | +434.9% | +665.1% |
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 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