+69.4%
MTZ vs SWK
-25.4%
+94.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -4.2% |
| 7D | -10.6% | +11.3% | -21.9% | -15.2% |
| 30D | -30.4% | +28.1% | -58.5% | -37.8% |
| 3M | -40.4% | +12.6% | -53.0% | -43.9% |
| 6M | -63.7% | +51.7% | -115.4% | -69.9% |
| YTD | -26.9% | +60.0% | -86.8% | -41.1% |
| 1Y | -20.2% | +72.7% | -92.8% | -37.8% |
| 3Y | +208.1% | +46.3% | +161.8% | +146.7% |
| 5Y | +69.4% | -24.6% | +94.0% | +56.4% |
| All | +69.4% | -25.4% | +94.8% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling