+153.1%
MO vs SWK
-26.0%
+179.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | -0.8% | -2.3% | +1.5% | -0.7% |
| 30D | +8.0% | +30.4% | -22.4% | +6.4% |
| 3M | +20.9% | +12.1% | +8.8% | +20.0% |
| 6M | +16.3% | +49.1% | -32.8% | +13.5% |
| YTD | +40.7% | +60.4% | -19.7% | +36.3% |
| 1Y | +41.5% | +78.3% | -36.9% | +36.0% |
| 3Y | +141.5% | +53.3% | +88.2% | +131.6% |
| 5Y | +153.1% | -27.0% | +180.0% | +157.2% |
| All | +153.1% | -26.0% | +179.1% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling