+14.6%
MDT vs SWKS
+21.0%
-6.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +3.5% | -2.7% | +6.3% | +3.5% |
| 30D | +16.2% | +8.5% | +7.7% | +16.1% |
| 3M | +18.9% | +17.3% | +1.6% | +18.3% |
| 6M | +37.3% | +25.1% | +12.2% | +36.1% |
| YTD | +9.7% | +33.3% | -23.6% | +7.9% |
| All | +14.6% | +21.0% | -6.4% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling