+852.0%
MOD vs SWK
+30.0%
+821.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.7% | -5.7% |
| 7D | -34.2% | +11.3% | -45.4% | -40.2% |
| 30D | -51.9% | +28.1% | -80.0% | -60.2% |
| 3M | -53.0% | +12.6% | -65.6% | -58.0% |
| 6M | -66.4% | +51.7% | -118.1% | -75.2% |
| YTD | -31.5% | +60.0% | -91.5% | -51.2% |
| 1Y | -39.6% | +72.7% | -112.2% | -58.9% |
| 3Y | +116.8% | +46.3% | +70.5% | +55.3% |
| 5Y | +713.8% | -24.6% | +738.4% | +768.7% |
| All | +852.0% | +30.0% | +821.9% | +659.0% |
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