+22.9%
MDLZ vs SWK
-25.4%
+48.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +6.9% | +11.3% | -4.4% | +5.4% |
| 30D | +12.1% | +28.1% | -16.0% | +8.7% |
| 3M | +7.7% | +12.6% | -4.9% | +6.0% |
| 6M | +10.8% | +51.7% | -40.9% | +4.9% |
| YTD | +27.4% | +60.0% | -32.6% | +19.3% |
| 1Y | +23.5% | +72.7% | -49.2% | +14.4% |
| 3Y | +6.2% | +46.3% | -40.1% | -1.5% |
| 5Y | +22.9% | -24.6% | +47.5% | +27.2% |
| All | +22.9% | -25.4% | +48.3% | +27.2% |
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