+42.3%
SWKS vs MCO
+377.3%
-334.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.5% |
| 7D | +6.8% | -3.1% | +9.9% | +8.9% |
| 30D | +11.3% | -0.5% | +11.8% | +11.1% |
| 3M | +4.1% | +5.7% | -1.6% | -1.5% |
| 6M | +39.7% | +3.0% | +36.6% | +33.7% |
| YTD | +23.2% | -6.5% | +29.7% | +24.3% |
| 1Y | +5.3% | -5.8% | +11.0% | +4.8% |
| 3Y | -15.1% | +43.1% | -58.2% | -39.2% |
| 5Y | -50.3% | +29.5% | -79.8% | -62.5% |
| 10Y | +42.3% | +388.8% | -346.5% | -58.3% |
| All | +42.3% | +377.3% | -334.9% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling