-51.2%
SWKS vs MCO
+31.5%
-82.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +3.3% |
| 7D | +11.8% | -2.7% | +14.5% | +13.4% |
| 30D | +6.7% | +0.9% | +5.8% | +5.7% |
| 3M | 0.0% | +8.7% | -8.7% | -6.3% |
| 6M | +38.7% | +2.4% | +36.3% | +34.2% |
| YTD | +21.4% | -5.2% | +26.5% | +22.0% |
| 1Y | +2.9% | -4.4% | +7.3% | +2.1% |
| 3Y | -16.4% | +45.1% | -61.5% | -40.2% |
| 5Y | -51.2% | +31.5% | -82.6% | -65.7% |
| All | -51.2% | +31.5% | -82.6% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling