+713.8%
MOD vs SWK
-25.4%
+739.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.7% | -5.9% |
| 7D | -34.2% | +11.3% | -45.4% | -39.4% |
| 30D | -51.9% | +28.1% | -80.0% | -59.3% |
| 3M | -53.0% | +12.6% | -65.6% | -57.3% |
| 6M | -66.4% | +51.7% | -118.1% | -74.4% |
| YTD | -31.5% | +60.0% | -91.5% | -49.4% |
| 1Y | -39.6% | +72.7% | -112.2% | -57.1% |
| 3Y | +116.8% | +46.3% | +70.5% | +60.7% |
| 5Y | +713.8% | -24.6% | +738.4% | +844.3% |
| All | +713.8% | -25.4% | +739.2% | +844.3% |
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