-18.2%
MDT vs SWKS
-53.5%
+35.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.6% |
| 7D | +3.2% | +12.5% | -9.3% | +1.5% |
| 30D | +9.5% | +10.5% | -1.0% | +7.9% |
| 3M | +16.0% | -7.4% | +23.4% | +16.8% |
| 6M | +0.2% | +32.7% | -32.5% | -5.4% |
| YTD | -0.3% | +19.2% | -19.4% | -4.4% |
| 1Y | +4.7% | +2.4% | +2.3% | +2.6% |
| 3Y | +26.5% | -25.6% | +52.2% | +27.1% |
| All | -18.2% | -53.5% | +35.4% | -13.4% |
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