-25.3%
SWK vs MKC
-32.7%
+7.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.8% |
| 7D | +11.0% | +2.3% | +8.7% | +10.3% |
| 30D | +30.1% | +8.1% | +22.0% | +26.7% |
| 3M | +14.7% | -6.4% | +21.1% | +17.1% |
| 6M | +44.5% | +1.8% | +42.7% | +42.4% |
| YTD | +59.4% | -26.9% | +86.3% | +77.7% |
| 1Y | +77.5% | -21.7% | +99.2% | +91.9% |
| 3Y | +49.5% | -18.7% | +68.2% | +58.8% |
| All | -25.3% | -32.7% | +7.4% | -15.6% |
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 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