+57.9%
MDT vs SWK
+29.6%
+28.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +5.4% | +11.0% | -5.6% | +2.2% |
| 30D | +19.1% | +30.1% | -11.0% | +10.3% |
| 3M | +19.5% | +14.7% | +4.8% | +14.5% |
| 6M | +33.5% | +44.5% | -11.0% | +19.0% |
| YTD | +8.7% | +59.4% | -50.7% | -6.9% |
| 1Y | +16.8% | +77.5% | -60.7% | -3.4% |
| 3Y | +53.0% | +49.5% | +3.5% | +27.6% |
| 5Y | -2.9% | -24.9% | +22.0% | +0.1% |
| All | +57.9% | +29.6% | +28.4% | +24.7% |
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