-45.2%
MDB vs SWK
-25.4%
-19.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.6% | -4.7% | -6.0% |
| 7D | -20.9% | +11.3% | -32.1% | -25.4% |
| 30D | -15.6% | +28.1% | -43.7% | -25.9% |
| 3M | -19.1% | +12.6% | -31.7% | -24.3% |
| 6M | +14.2% | +51.7% | -37.5% | -9.6% |
| YTD | -27.4% | +60.0% | -87.4% | -44.8% |
| 1Y | -13.0% | +72.7% | -85.7% | -36.8% |
| 3Y | -11.2% | +46.3% | -57.5% | -35.4% |
| 5Y | -45.2% | -24.6% | -20.6% | -43.3% |
| All | -45.2% | -25.4% | -19.7% | -43.3% |
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