-53.0%
SWKS vs MKC
-33.7%
-19.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +12.5% | -5.9% | +18.4% | +13.6% |
| 30D | +10.5% | -0.9% | +11.4% | +10.6% |
| 3M | -7.4% | +12.7% | -20.1% | -9.7% |
| 6M | +32.7% | -19.3% | +52.0% | +38.8% |
| YTD | +19.2% | -22.2% | +41.3% | +25.5% |
| 1Y | +2.4% | -23.3% | +25.7% | +8.1% |
| 3Y | -25.6% | -30.0% | +4.4% | -20.1% |
| All | -53.0% | -33.7% | -19.3% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling