-7.7%
MDB vs SWK
+87.6%
-95.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.1% | -15.2% | -3.5% |
| 7D | -16.5% | +17.9% | -34.4% | -18.4% |
| 30D | -8.6% | +31.9% | -40.5% | -12.4% |
| 3M | -13.6% | +16.6% | -30.2% | -15.6% |
| 6M | +24.1% | +61.1% | -37.1% | +14.8% |
| YTD | -21.8% | +64.2% | -86.0% | -23.4% |
| 1Y | -7.7% | +85.2% | -92.9% | -10.5% |
| All | -7.7% | +87.6% | -95.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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