+18.9%
SWKS vs MKC
-18.2%
+37.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -2.7% |
| 7D | -4.9% | +9.6% | -14.5% | -4.7% |
| 30D | -1.2% | +12.0% | -13.2% | -1.0% |
| 3M | +24.2% | -2.0% | +26.2% | +23.9% |
| 6M | +21.5% | +7.2% | +14.3% | +22.2% |
| YTD | +33.5% | -23.7% | +57.2% | +39.5% |
| 1Y | +18.9% | -18.3% | +37.2% | +24.0% |
| All | +18.9% | -18.2% | +37.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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