+31.0%
SWKS vs MKC
+26.1%
+4.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | +11.8% | -4.3% | +16.2% | +13.4% |
| 30D | +6.7% | -2.0% | +8.7% | +7.3% |
| 3M | 0.0% | +10.0% | -10.0% | -3.8% |
| 6M | +38.7% | -18.5% | +57.2% | +47.6% |
| YTD | +21.4% | -22.4% | +43.8% | +31.1% |
| 1Y | +2.9% | -23.6% | +26.5% | +11.4% |
| 3Y | -16.4% | -30.4% | +14.0% | -7.4% |
| 5Y | -51.2% | -34.2% | -17.0% | -46.3% |
| 10Y | +31.0% | +26.8% | +4.2% | +11.8% |
| All | +31.0% | +26.1% | +4.9% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling