-36.7%
MTZ vs SWK
+23.9%
-60.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.6% |
| 7D | -1.6% | -0.4% | -1.1% | -1.3% |
| 30D | -11.1% | -5.7% | -5.4% | -8.2% |
| 3M | -36.7% | +24.1% | -60.8% | -44.1% |
| All | -36.7% | +23.9% | -60.6% | -44.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling