-24.7%
MDB vs SWK
-38.7%
+14.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | -17.4% | -0.4% | -17.0% | -17.4% |
| 30D | -2.0% | -5.7% | +3.7% | +0.7% |
| 3M | -3.0% | +24.1% | -27.1% | -13.9% |
| 6M | +48.7% | +24.7% | +24.0% | +29.5% |
| YTD | -12.1% | +33.9% | -46.1% | -26.3% |
| 1Y | +14.5% | +34.7% | -20.2% | -5.5% |
| 3Y | -6.1% | +15.3% | -21.4% | -21.3% |
| All | -24.7% | -38.7% | +14.0% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling