+697.8%
MTZ vs SWK
+2.4%
+695.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.6% |
| 7D | -1.6% | -0.4% | -1.1% | -1.4% |
| 30D | -11.1% | -5.7% | -5.4% | -8.3% |
| 3M | -36.7% | +24.1% | -60.8% | -43.8% |
| 6M | -21.9% | +24.7% | -46.7% | -31.3% |
| YTD | +9.1% | +33.9% | -24.8% | -8.4% |
| 1Y | +30.0% | +34.7% | -4.7% | +8.1% |
| 3Y | +138.5% | +15.3% | +123.2% | +104.6% |
| 5Y | +158.3% | -39.3% | +197.6% | +207.5% |
| All | +697.8% | +2.4% | +695.4% | +523.8% |
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