+3,565.2%
MOD vs SWK
+1,275.2%
+2,290.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | +9.6% | -0.4% | +10.0% | +9.8% |
| 30D | 0.0% | -5.7% | +5.7% | +3.6% |
| 3M | -35.4% | +24.1% | -59.4% | -43.6% |
| 6M | -7.3% | +24.7% | -32.0% | -19.0% |
| YTD | +45.8% | +33.9% | +11.9% | +21.5% |
| 1Y | +43.1% | +34.7% | +8.5% | +18.4% |
| 3Y | +297.7% | +15.3% | +282.4% | +247.2% |
| 5Y | +1,478.8% | -39.3% | +1,518.0% | +1,840.8% |
| 10Y | +1,633.4% | +2.5% | +1,630.9% | +1,409.9% |
| All | +3,565.2% | +1,275.2% | +2,290.1% | +1,160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling