+61.8%
MDT vs SWK
+53.9%
+7.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.5% |
| 7D | +3.5% | +10.7% | -7.1% | +1.6% |
| 30D | +16.2% | +33.3% | -17.2% | +10.5% |
| 3M | +18.9% | +14.7% | +4.2% | +15.8% |
| 6M | +37.3% | +48.5% | -11.2% | +27.8% |
| YTD | +9.7% | +63.9% | -54.1% | -0.3% |
| 1Y | +15.2% | +80.4% | -65.2% | +2.7% |
| 3Y | +61.8% | +58.1% | +3.7% | +48.9% |
| All | +61.8% | +53.9% | +7.9% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling