+449.0%
MTZ vs SWK
+30.0%
+419.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -3.9% |
| 7D | -10.6% | +11.3% | -21.9% | -16.9% |
| 30D | -30.4% | +28.1% | -58.5% | -40.1% |
| 3M | -40.4% | +12.6% | -53.0% | -45.2% |
| 6M | -63.7% | +51.7% | -115.4% | -71.7% |
| YTD | -26.9% | +60.0% | -86.8% | -45.3% |
| 1Y | -20.2% | +72.7% | -92.8% | -42.8% |
| 3Y | +208.1% | +46.3% | +161.8% | +127.9% |
| 5Y | +69.4% | -24.6% | +94.0% | +75.8% |
| All | +449.0% | +30.0% | +419.0% | +275.8% |
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 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