+25.9%
SWKS vs MLM
+199.9%
-174.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | +12.5% | -2.9% | +15.4% | +14.1% |
| 30D | +10.5% | -6.8% | +17.3% | +14.2% |
| 3M | -7.4% | -11.2% | +3.8% | -2.7% |
| 6M | +32.7% | -21.8% | +54.5% | +47.4% |
| YTD | +19.2% | -17.0% | +36.1% | +27.9% |
| 1Y | +2.4% | -16.4% | +18.8% | +9.2% |
| 3Y | -25.6% | +14.5% | -40.1% | -32.8% |
| 5Y | -53.4% | +41.7% | -95.2% | -62.4% |
| All | +25.9% | +199.9% | -174.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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