+454.2%
MDLZ vs SWK
+369.9%
+84.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -2.1% | -5.7% | +3.6% | -0.8% |
| 3M | +1.3% | +24.1% | -22.8% | -4.1% |
| 6M | +6.2% | +24.7% | -18.5% | 0.0% |
| YTD | +15.8% | +33.9% | -18.2% | +6.9% |
| 1Y | +4.1% | +34.7% | -30.6% | -4.5% |
| 3Y | -4.1% | +15.3% | -19.4% | -12.0% |
| 5Y | +13.4% | -39.3% | +52.6% | +19.1% |
| 10Y | +75.7% | +2.5% | +73.3% | +51.4% |
| All | +454.2% | +369.9% | +84.4% | +188.2% |
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 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