+3,134.4%
MTZ vs SWK
+1,275.2%
+1,859.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | -1.6% | -0.4% | -1.1% | -1.4% |
| 30D | -11.1% | -5.7% | -5.4% | -8.5% |
| 3M | -36.7% | +24.1% | -60.8% | -43.3% |
| 6M | -21.9% | +24.7% | -46.7% | -30.6% |
| YTD | +9.1% | +33.9% | -24.8% | -7.0% |
| 1Y | +30.0% | +34.7% | -4.7% | +9.9% |
| 3Y | +138.5% | +15.3% | +123.2% | +108.1% |
| 5Y | +158.3% | -39.3% | +197.6% | +194.1% |
| 10Y | +700.8% | +2.5% | +698.3% | +588.6% |
| All | +3,134.4% | +1,275.2% | +1,859.2% | +1,001.2% |
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