+23.6%
SWKS vs MCO
+5.8%
+17.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.2% |
| 7D | -3.1% | +1.4% | -4.5% | -3.0% |
| 30D | +8.3% | +10.0% | -1.7% | +9.3% |
| 3M | +20.2% | +7.0% | +13.2% | +20.9% |
| 6M | +24.9% | +13.7% | +11.3% | +24.9% |
| YTD | +33.2% | +0.6% | +32.5% | +37.0% |
| 1Y | +23.6% | +6.2% | +17.3% | +22.5% |
| All | +23.6% | +5.8% | +17.8% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling