+20.8%
SWK vs MKC
+25.5%
-4.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -2.3% | -7.0% | +4.7% | +0.7% |
| 30D | +30.4% | +4.1% | +26.3% | +28.4% |
| 3M | +12.1% | -10.3% | +22.4% | +17.1% |
| 6M | +49.1% | +1.7% | +47.4% | +46.5% |
| YTD | +60.4% | -29.1% | +89.5% | +83.3% |
| 1Y | +78.3% | -26.0% | +104.3% | +99.4% |
| 3Y | +53.3% | -21.5% | +74.8% | +64.9% |
| 5Y | -27.0% | -35.0% | +8.1% | -16.2% |
| 10Y | +20.8% | +25.6% | -4.8% | +12.6% |
| All | +20.8% | +25.5% | -4.7% | +12.6% |
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