-14.1%
SWKS vs MCK
+114.8%
-128.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.6% |
| 7D | +6.8% | -3.6% | +10.4% | +6.7% |
| 30D | +11.3% | +1.4% | +9.8% | +11.3% |
| 3M | +4.1% | +13.8% | -9.8% | +4.6% |
| 6M | +39.7% | -5.2% | +44.8% | +40.6% |
| YTD | +23.2% | +9.0% | +14.2% | +24.4% |
| 1Y | +5.3% | +26.9% | -21.6% | +7.0% |
| All | -14.1% | +114.8% | -128.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 3y: compounded portfolio wealth divided by compounded MCK 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…
3y analysis · Full analysis span regression · 6 months rolling