+53.0%
MDT vs SWKS
-0.7%
+53.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.0% |
| 7D | +5.4% | -6.2% | +11.6% | +5.9% |
| 30D | +19.1% | -1.5% | +20.5% | +19.1% |
| 3M | +19.5% | +23.0% | -3.5% | +16.6% |
| 6M | +33.5% | +27.6% | +5.9% | +29.0% |
| YTD | +8.7% | +32.3% | -23.6% | +4.1% |
| 1Y | +16.8% | +20.1% | -3.3% | +13.2% |
| 3Y | +53.0% | +0.6% | +52.3% | +45.8% |
| All | +53.0% | -0.7% | +53.7% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling