+104.1%
MO vs SWK
+3.3%
+100.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.3% | -0.4% | +0.8% | +0.4% |
| 30D | +0.6% | -5.7% | +6.4% | +1.6% |
| 3M | -1.0% | +24.1% | -25.0% | -5.1% |
| 6M | +4.3% | +24.7% | -20.4% | -0.5% |
| YTD | +23.3% | +33.9% | -10.7% | +15.6% |
| 1Y | +10.5% | +34.7% | -24.2% | +3.0% |
| 3Y | +96.3% | +15.3% | +81.0% | +83.0% |
| 5Y | +98.9% | -39.3% | +138.2% | +115.4% |
| All | +104.1% | +3.3% | +100.8% | +91.5% |
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