+4,915.0%
SWKS vs MCK
+8,555.7%
-3,640.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.8% |
| 7D | +9.4% | +4.0% | +5.5% | +8.2% |
| 30D | +17.0% | +12.9% | +4.0% | +12.8% |
| 3M | +28.9% | +28.9% | +0.1% | +19.3% |
| 6M | +33.1% | +49.9% | -16.8% | +17.1% |
| YTD | +44.8% | +34.8% | +9.9% | +30.6% |
| 1Y | +36.2% | +30.8% | +5.4% | +23.8% |
| 3Y | +11.5% | +137.4% | -126.0% | -17.2% |
| 5Y | -37.1% | +403.3% | -440.4% | -63.5% |
| 10Y | +49.9% | +731.9% | -682.1% | -27.9% |
| All | +4,915.0% | +8,555.7% | -3,640.8% | +1,096.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling