+0.6%
SWKS vs MXL
+188.6%
-188.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.0% | -9.8% | -0.8% |
| 7D | -6.2% | -27.1% | +21.0% | -1.2% |
| 30D | -1.5% | -54.2% | +52.7% | +12.2% |
| 3M | +23.0% | -29.9% | +52.9% | +27.4% |
| 6M | +27.6% | -39.5% | +67.1% | +30.7% |
| YTD | +32.3% | +182.2% | -149.8% | -12.4% |
| 1Y | +20.1% | +231.8% | -211.7% | -24.5% |
| 3Y | +0.6% | +195.9% | -195.3% | -45.6% |
| All | +0.6% | +188.6% | -188.0% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling