-0.7%
MDT vs SWKS
-36.1%
+35.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.9% |
| 7D | -3.7% | +10.9% | -14.5% | -4.9% |
| 30D | +8.6% | +17.6% | -9.0% | +6.3% |
| 3M | +12.2% | +29.2% | -17.0% | +7.6% |
| 6M | +33.7% | +37.0% | -3.2% | +26.2% |
| YTD | +7.8% | +44.9% | -37.1% | 0.0% |
| 1Y | +8.9% | +33.8% | -24.9% | +2.3% |
| 3Y | +57.6% | +10.2% | +47.4% | +46.5% |
| 5Y | -0.7% | -37.0% | +36.3% | +4.4% |
| All | -0.7% | -36.1% | +35.4% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling