+31.0%
SWKS vs MXL
+243.3%
-212.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.0% | -4.2% | 0.0% |
| 7D | +11.8% | +15.5% | -3.6% | +7.1% |
| 30D | +6.7% | -11.3% | +18.0% | +9.2% |
| 3M | 0.0% | -16.1% | +16.1% | -1.7% |
| 6M | +38.7% | +323.0% | -284.3% | -32.7% |
| YTD | +21.4% | +281.5% | -260.2% | -39.5% |
| 1Y | +2.9% | +319.3% | -316.4% | -51.3% |
| 3Y | -16.4% | +189.4% | -205.8% | -62.4% |
| 5Y | -51.2% | +26.0% | -77.2% | -71.0% |
| 10Y | +31.0% | +243.5% | -212.5% | -60.2% |
| All | +31.0% | +243.3% | -212.3% | -60.2% |
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