+4,183.0%
SWKS vs MCO
+7,698.6%
-3,515.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.7% | +4.6% |
| 7D | +12.5% | -4.2% | +16.7% | +14.7% |
| 30D | +10.5% | +2.2% | +8.3% | +9.1% |
| 3M | -7.4% | +10.1% | -17.5% | -12.6% |
| 6M | +32.7% | +5.3% | +27.4% | +27.5% |
| YTD | +19.2% | -2.7% | +21.9% | +17.9% |
| 1Y | +2.4% | -0.4% | +2.8% | -0.4% |
| 3Y | -25.6% | +49.0% | -74.7% | -40.9% |
| 5Y | -53.4% | +33.6% | -87.1% | -61.1% |
| 10Y | +23.2% | +395.3% | -372.2% | -42.8% |
| All | +4,183.0% | +7,698.6% | -3,515.6% | +506.5% |
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 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