+36.3%
SWKS vs MXL
+299.5%
-263.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.9% |
| 7D | +10.9% | +33.1% | -22.2% | +6.9% |
| 30D | +17.6% | -33.5% | +51.1% | +22.2% |
| 3M | +29.2% | -20.7% | +49.9% | +30.4% |
| 6M | +37.0% | -35.9% | +72.8% | +38.7% |
| YTD | +44.9% | +238.3% | -193.3% | +11.8% |
| All | +36.3% | +299.5% | -263.1% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling