+849.8%
MDB vs SWK
-5.1%
+854.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.6% | -4.7% | -6.2% |
| 7D | -20.9% | +11.3% | -32.1% | -24.7% |
| 30D | -15.6% | +28.1% | -43.7% | -24.4% |
| 3M | -19.1% | +12.6% | -31.7% | -23.5% |
| 6M | +14.2% | +51.7% | -37.5% | -6.2% |
| YTD | -27.4% | +60.0% | -87.4% | -42.3% |
| 1Y | -13.0% | +72.7% | -85.7% | -33.3% |
| 3Y | -11.2% | +46.3% | -57.5% | -30.6% |
| 5Y | -45.2% | -24.6% | -20.6% | -46.0% |
| All | +849.8% | -5.1% | +854.9% | +651.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling