+61.6%
MDT vs SWKS
+37.5%
+24.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +3.5% | -2.7% | +6.3% | +4.0% |
| 30D | +16.2% | +8.5% | +7.7% | +14.2% |
| 3M | +18.9% | +17.3% | +1.6% | +13.9% |
| 6M | +37.3% | +25.1% | +12.2% | +28.2% |
| YTD | +9.7% | +33.3% | -23.6% | +0.1% |
| 1Y | +15.2% | +22.9% | -7.7% | +6.9% |
| 3Y | +61.8% | +5.5% | +56.3% | +47.9% |
| 5Y | -1.4% | -41.9% | +40.5% | +2.7% |
| 10Y | +61.6% | +32.4% | +29.2% | +27.9% |
| All | +61.6% | +37.5% | +24.1% | +27.9% |
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