+2.9%
SWKS vs MXL
+320.4%
-317.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.0% | -4.2% | +1.1% |
| 7D | +11.8% | +15.5% | -3.6% | +9.8% |
| 30D | +6.7% | -11.3% | +18.0% | +7.8% |
| 3M | 0.0% | -16.1% | +16.1% | -0.2% |
| 6M | +38.7% | +323.0% | -284.3% | -3.3% |
| YTD | +21.4% | +281.5% | -260.2% | -13.8% |
| 1Y | +2.9% | +319.3% | -316.4% | -31.0% |
| All | +2.9% | +320.4% | -317.5% | -31.0% |
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