+92.2%
MDLZ vs SWK
+32.9%
+59.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.1% |
| 7D | +0.1% | +10.7% | -10.6% | -2.1% |
| 30D | +10.0% | +33.3% | -23.4% | +3.6% |
| 3M | +7.1% | +14.7% | -7.6% | +3.9% |
| 6M | +9.8% | +48.5% | -38.7% | +0.7% |
| YTD | +26.6% | +63.9% | -37.2% | +13.0% |
| 1Y | +20.3% | +80.4% | -60.1% | +5.0% |
| 3Y | +5.4% | +58.1% | -52.7% | -8.8% |
| 5Y | +22.2% | -24.5% | +46.7% | +25.6% |
| 10Y | +92.2% | +29.5% | +62.7% | +67.0% |
| All | +92.2% | +32.9% | +59.3% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling