+146.1%
MO vs SWK
+26.9%
+119.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -0.8% | +11.3% | -12.1% | -2.8% |
| 30D | +6.5% | +31.5% | -25.0% | +1.4% |
| 3M | +18.3% | +14.4% | +3.9% | +15.3% |
| 6M | +15.6% | +46.4% | -30.9% | +7.2% |
| YTD | +38.8% | +61.6% | -22.8% | +25.6% |
| 1Y | +41.6% | +78.7% | -37.1% | +25.4% |
| 3Y | +138.2% | +54.4% | +83.8% | +109.2% |
| 5Y | +150.5% | -25.3% | +175.8% | +160.9% |
| 10Y | +146.1% | +22.4% | +123.7% | +121.2% |
| All | +146.1% | +26.9% | +119.2% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling