+0.6%
SWKS vs MKC
-18.6%
+19.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.6% |
| 7D | -6.2% | +2.3% | -8.5% | -6.5% |
| 30D | -1.5% | +8.1% | -9.6% | -2.8% |
| 3M | +23.0% | -6.4% | +29.4% | +23.9% |
| 6M | +27.6% | +1.8% | +25.8% | +26.6% |
| YTD | +32.3% | -26.9% | +59.2% | +42.1% |
| 1Y | +20.1% | -21.7% | +41.8% | +26.3% |
| 3Y | +0.6% | -18.7% | +19.4% | +4.9% |
| All | +0.6% | -18.6% | +19.2% | +4.9% |
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