+148.0%
MO vs SWK
-25.5%
+173.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -2.4% | +11.0% | -13.5% | -3.1% |
| 30D | +9.7% | +30.1% | -20.3% | +8.1% |
| 3M | +14.1% | +14.7% | -0.5% | +13.2% |
| 6M | +11.9% | +44.5% | -32.6% | +9.4% |
| YTD | +38.4% | +59.4% | -21.0% | +34.2% |
| 1Y | +41.9% | +77.5% | -35.6% | +36.4% |
| 3Y | +134.5% | +49.5% | +85.0% | +125.6% |
| All | +148.0% | -25.5% | +173.5% | +149.9% |
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