-45.4%
SWKS vs MCK
+342.6%
-388.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +11.0% | +9.8% |
| 7D | +17.5% | -4.4% | +21.9% | +17.7% |
| 30D | +23.0% | -2.2% | +25.2% | +23.0% |
| 3M | +19.5% | +11.6% | +8.0% | +19.0% |
| 6M | +54.3% | -4.9% | +59.3% | +55.2% |
| YTD | +35.3% | +7.7% | +27.6% | +35.2% |
| 1Y | +17.9% | +25.2% | -7.3% | +16.7% |
| 3Y | -6.8% | +112.1% | -118.9% | -13.2% |
| 5Y | -45.4% | +345.8% | -391.3% | -62.2% |
| All | -45.4% | +342.6% | -388.0% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling