+8.6%
SWKS vs MKC
-21.5%
+30.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.5% | +5.5% | +5.9% |
| 7D | +5.7% | -7.0% | +12.7% | +6.7% |
| 30D | +17.3% | +4.1% | +13.2% | +16.4% |
| 3M | +28.3% | -10.3% | +38.6% | +29.9% |
| 6M | +26.1% | +1.7% | +24.4% | +24.8% |
| YTD | +41.1% | -29.1% | +70.2% | +52.0% |
| 1Y | +31.4% | -26.0% | +57.4% | +39.8% |
| All | +8.6% | -21.5% | +30.1% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling