+501.4%
MTZ vs SWK
+29.6%
+471.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +9.9% | +9.7% |
| 7D | -6.4% | +11.0% | -17.5% | -12.9% |
| 30D | -22.1% | +30.1% | -52.1% | -33.5% |
| 3M | -32.7% | +14.7% | -47.3% | -38.7% |
| 6M | -59.8% | +44.5% | -104.3% | -67.8% |
| YTD | -19.9% | +59.4% | -79.3% | -40.0% |
| 1Y | -11.5% | +77.5% | -89.0% | -37.5% |
| 3Y | +258.1% | +49.5% | +208.6% | +161.4% |
| 5Y | +85.5% | -24.9% | +110.4% | +92.9% |
| All | +501.4% | +29.6% | +471.8% | +312.3% |
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 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