+47.0%
SWKS vs MXL
+181.5%
-134.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +11.4% | -5.4% | +2.6% |
| 7D | +5.7% | +5.5% | +0.2% | +2.6% |
| 30D | +17.3% | -32.6% | +50.0% | +28.0% |
| 3M | +28.3% | -13.1% | +41.4% | +26.3% |
| 6M | +26.1% | -41.4% | +67.4% | +31.4% |
| YTD | +41.1% | +243.9% | -202.9% | -30.7% |
| 1Y | +31.4% | +305.1% | -273.6% | -39.8% |
| 3Y | +7.3% | +260.1% | -252.8% | -57.8% |
| 5Y | -37.7% | -12.1% | -25.6% | -58.6% |
| All | +47.0% | +181.5% | -134.5% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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