+559.4%
SWKS vs MXL
+211.5%
+348.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.7% | -12.9% | -3.2% |
| 7D | -2.7% | -8.8% | +6.1% | -1.6% |
| 30D | +8.5% | -41.9% | +50.3% | +23.5% |
| 3M | +17.3% | -25.4% | +42.7% | +20.9% |
| 6M | +25.1% | -44.0% | +69.1% | +32.3% |
| YTD | +33.3% | +220.8% | -187.4% | -30.3% |
| 1Y | +22.9% | +278.8% | -255.9% | -39.8% |
| 3Y | +5.5% | +249.4% | -243.9% | -54.9% |
| 5Y | -41.9% | -17.3% | -24.6% | -61.0% |
| 10Y | +32.4% | +156.7% | -124.3% | -47.6% |
| All | +559.4% | +211.5% | +348.0% | +109.3% |
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