+5.3%
SWKS vs MCO
-5.3%
+10.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.5% |
| 7D | +6.8% | -3.1% | +9.9% | +6.7% |
| 30D | +11.3% | -0.5% | +11.8% | +11.1% |
| 3M | +4.1% | +5.7% | -1.6% | +3.6% |
| 6M | +39.7% | +3.0% | +36.6% | +38.9% |
| YTD | +23.2% | -6.5% | +29.7% | +24.5% |
| 1Y | +5.3% | -5.8% | +11.0% | +5.3% |
| All | +5.3% | -5.3% | +10.6% | +5.3% |
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 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