+30.5%
SWKS vs MLM
+190.7%
-160.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | +0.4% |
| 7D | -9.2% | -1.2% | -8.0% | -8.8% |
| 30D | -1.9% | +7.9% | -9.8% | -5.7% |
| 3M | +21.2% | -4.5% | +25.7% | +23.6% |
| 6M | +12.9% | -12.6% | +25.5% | +19.0% |
| YTD | +30.7% | -14.9% | +45.6% | +38.4% |
| 1Y | +14.1% | -13.1% | +27.2% | +19.5% |
| 3Y | -1.7% | +21.2% | -22.9% | -13.5% |
| 5Y | -43.0% | +32.0% | -75.0% | -52.7% |
| All | +30.5% | +190.7% | -160.2% | -23.4% |
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