+554.3%
SWKS vs MXL
+174.0%
+380.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.0% | -9.8% | -2.0% |
| 7D | -6.2% | -27.1% | +21.0% | +1.6% |
| 30D | -1.5% | -54.2% | +52.7% | +20.3% |
| 3M | +23.0% | -29.9% | +52.9% | +29.5% |
| 6M | +27.6% | -39.5% | +67.1% | +30.9% |
| YTD | +32.3% | +182.2% | -149.8% | -28.0% |
| 1Y | +20.1% | +231.8% | -211.7% | -38.6% |
| 3Y | +0.6% | +195.9% | -195.3% | -54.6% |
| 5Y | -42.3% | -27.3% | -15.1% | -59.7% |
| 10Y | +35.9% | +159.9% | -124.0% | -46.3% |
| All | +554.3% | +174.0% | +380.4% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling