-12.1%
MDB vs SWK
+71.2%
-83.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -11.4% | +11.0% | -22.4% | -12.7% |
| 30D | -13.8% | +30.1% | -43.9% | -17.6% |
| 3M | -15.5% | +14.7% | -30.1% | -17.4% |
| 6M | +17.9% | +44.5% | -26.6% | +11.5% |
| YTD | -25.5% | +59.4% | -84.8% | -27.5% |
| 1Y | -12.1% | +77.5% | -89.6% | -16.8% |
| All | -12.1% | +71.2% | -83.2% | -16.8% |
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