+8,520.1%
SWKS vs MLM
+3,210.3%
+5,309.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -4.0% |
| 7D | -4.9% | +9.1% | -14.1% | -8.9% |
| 30D | -1.2% | +14.6% | -15.8% | -7.5% |
| 3M | +24.2% | +0.3% | +23.9% | +23.7% |
| 6M | +21.5% | -7.5% | +28.9% | +24.5% |
| YTD | +33.5% | -10.2% | +43.7% | +37.8% |
| 1Y | +18.9% | -10.5% | +29.4% | +22.8% |
| 3Y | +0.4% | +27.8% | -27.5% | -12.8% |
| 5Y | -44.3% | +38.9% | -83.2% | -53.8% |
| 10Y | +37.1% | +211.4% | -174.3% | -27.4% |
| All | +8,520.1% | +3,210.3% | +5,309.9% | +1,625.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling