+60.0%
MDT vs SWKS
+31.8%
+28.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +2.7% | -3.1% | +5.9% | +3.3% |
| 30D | +14.8% | +8.3% | +6.5% | +12.9% |
| 3M | +14.6% | +20.2% | -5.7% | +9.2% |
| 6M | +35.7% | +24.9% | +10.8% | +26.7% |
| YTD | +8.5% | +33.2% | -24.7% | -1.1% |
| 1Y | +13.3% | +23.6% | -10.3% | +5.0% |
| 3Y | +58.6% | +1.3% | +57.3% | +46.5% |
| 5Y | -2.6% | -40.6% | +38.0% | +0.8% |
| 10Y | +60.0% | +35.3% | +24.7% | +26.7% |
| All | +60.0% | +31.8% | +28.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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