-25.3%
SWK vs MKC
-35.1%
+9.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | +11.3% | -2.4% | +13.7% | +12.4% |
| 30D | +31.5% | +5.4% | +26.1% | +29.3% |
| 3M | +14.4% | -11.1% | +25.6% | +19.0% |
| 6M | +46.4% | -1.4% | +47.8% | +46.0% |
| YTD | +61.6% | -29.4% | +91.0% | +82.5% |
| 1Y | +78.7% | -24.7% | +103.5% | +96.1% |
| 3Y | +54.4% | -21.8% | +76.2% | +66.4% |
| 5Y | -25.3% | -36.0% | +10.7% | -14.4% |
| All | -25.3% | -35.1% | +9.8% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling