+28.7%
SWK vs MKC
+25.9%
+2.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +1.0% |
| 7D | +11.0% | +2.3% | +8.7% | +10.2% |
| 30D | +30.1% | +8.1% | +22.0% | +26.0% |
| 3M | +14.7% | -6.4% | +21.1% | +17.6% |
| 6M | +44.5% | +1.8% | +42.7% | +42.0% |
| YTD | +59.4% | -26.9% | +86.3% | +79.6% |
| 1Y | +77.5% | -21.7% | +99.2% | +93.4% |
| 3Y | +49.5% | -18.7% | +68.2% | +58.4% |
| 5Y | -24.9% | -32.8% | +7.9% | -15.1% |
| All | +28.7% | +25.9% | +2.8% | +22.8% |
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