+2,185.6%
MTZ vs SWK
+1,585.9%
+599.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +13.1% | -28.5% | -21.7% |
| 7D | -7.4% | +17.9% | -25.3% | -16.1% |
| 30D | -23.6% | +31.9% | -55.6% | -34.7% |
| 3M | -38.3% | +16.6% | -54.9% | -44.0% |
| 6M | -60.6% | +61.1% | -121.7% | -69.6% |
| YTD | -22.9% | +64.2% | -87.1% | -41.8% |
| 1Y | -14.3% | +85.2% | -99.5% | -39.1% |
| 3Y | +225.0% | +50.2% | +174.8% | +144.0% |
| 5Y | +87.2% | -22.8% | +110.0% | +85.7% |
| 10Y | +470.1% | +35.8% | +434.3% | +318.6% |
| All | +2,185.6% | +1,585.9% | +599.7% | +589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling