+489.3%
SWKS vs MXL
+249.5%
+239.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +1.9% |
| 7D | +12.5% | +1.6% | +10.9% | +11.9% |
| 30D | +10.5% | -7.0% | +17.5% | +11.5% |
| 3M | -7.4% | -33.4% | +26.0% | -2.2% |
| 6M | +32.7% | +260.2% | -227.5% | -29.3% |
| YTD | +19.2% | +260.0% | -240.8% | -37.1% |
| 1Y | +2.4% | +303.5% | -301.1% | -48.8% |
| 3Y | -25.6% | +160.4% | -186.1% | -63.2% |
| 5Y | -53.4% | +14.7% | -68.1% | -70.9% |
| 10Y | +23.2% | +215.6% | -192.4% | -52.2% |
| All | +489.3% | +249.5% | +239.8% | +88.9% |
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