+8,691.6%
MDT vs SWKS
+9,294.4%
-602.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | +2.7% | -3.1% | +5.9% | +3.0% |
| 30D | +14.8% | +8.3% | +6.5% | +14.1% |
| 3M | +14.6% | +20.2% | -5.7% | +12.5% |
| 6M | +35.7% | +24.9% | +10.8% | +32.4% |
| YTD | +8.5% | +33.2% | -24.7% | +5.0% |
| 1Y | +13.3% | +23.6% | -10.3% | +10.3% |
| 3Y | +58.6% | +1.3% | +57.3% | +54.8% |
| 5Y | -2.6% | -40.6% | +38.0% | -1.8% |
| 10Y | +60.0% | +35.3% | +24.7% | +50.4% |
| All | +8,691.6% | +9,294.4% | -602.8% | +5,762.1% |
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