+4,685.9%
SWKS vs MCO
+7,969.8%
-3,283.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -3.1% | +1.4% | -4.5% | -4.0% |
| 30D | +8.3% | +10.0% | -1.7% | +3.1% |
| 3M | +20.2% | +7.0% | +13.2% | +15.1% |
| 6M | +24.9% | +13.7% | +11.3% | +15.0% |
| YTD | +33.2% | +0.6% | +32.5% | +28.6% |
| 1Y | +23.6% | +6.2% | +17.3% | +16.1% |
| 3Y | +1.3% | +51.9% | -50.6% | -20.7% |
| 5Y | -40.6% | +37.5% | -78.1% | -51.3% |
| 10Y | +35.3% | +459.4% | -424.1% | -41.0% |
| All | +4,685.9% | +7,969.8% | -3,283.9% | +561.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling