+792.8%
MOD vs SWK
-24.2%
+816.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +13.1% | -34.5% | -28.2% |
| 7D | -31.3% | +17.9% | -49.2% | -38.8% |
| 30D | -46.1% | +31.9% | -78.1% | -55.2% |
| 3M | -51.1% | +16.6% | -67.7% | -56.4% |
| 6M | -62.1% | +61.1% | -123.2% | -72.1% |
| YTD | -26.2% | +64.2% | -90.4% | -46.2% |
| 1Y | -32.6% | +85.2% | -117.8% | -54.0% |
| 3Y | +133.8% | +50.2% | +83.6% | +70.9% |
| 5Y | +792.8% | -22.8% | +815.6% | +922.8% |
| All | +792.8% | -24.2% | +816.9% | +922.8% |
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