+8,709.8%
MDT vs SWKS
+9,235.4%
-525.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.1% |
| 6M | +33.5% | +27.6% | +5.9% | +30.0% |
| YTD | +8.7% | +32.3% | -23.6% | +5.3% |
| 1Y | +16.8% | +20.1% | -3.3% | +13.9% |
| 3Y | +53.0% | +0.6% | +52.3% | +49.4% |
| 5Y | -2.9% | -42.3% | +39.4% | -1.8% |
| 10Y | +61.4% | +35.9% | +25.5% | +51.8% |
| All | +8,709.8% | +9,235.4% | -525.6% | +5,777.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling