+7,983.2%
MDT vs SWK
+1,275.2%
+6,708.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.9% |
| 7D | +3.2% | -0.4% | +3.7% | +3.3% |
| 30D | +9.5% | -5.7% | +15.2% | +11.2% |
| 3M | +16.0% | +24.1% | -8.1% | +9.1% |
| 6M | +0.2% | +24.7% | -24.5% | -6.4% |
| YTD | -0.3% | +33.9% | -34.2% | -9.0% |
| 1Y | +4.7% | +34.7% | -30.0% | -5.0% |
| 3Y | +26.5% | +15.3% | +11.3% | +15.5% |
| 5Y | -18.2% | -39.3% | +21.1% | -13.7% |
| 10Y | +40.0% | +2.5% | +37.5% | +22.6% |
| All | +7,983.2% | +1,275.2% | +6,708.0% | +3,249.9% |
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 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