-2.6%
MDT vs SWK
-25.5%
+22.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +2.7% | +11.3% | -8.6% | +0.5% |
| 30D | +14.8% | +31.5% | -16.6% | +8.7% |
| 3M | +14.6% | +14.4% | +0.1% | +11.3% |
| 6M | +35.7% | +46.4% | -10.7% | +25.3% |
| YTD | +8.5% | +61.6% | -53.1% | -2.6% |
| 1Y | +13.3% | +78.7% | -65.5% | -0.5% |
| 3Y | +58.6% | +54.4% | +4.2% | +39.3% |
| 5Y | -2.6% | -25.3% | +22.7% | -1.7% |
| All | -2.6% | -25.5% | +22.8% | -1.7% |
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 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