+20.8%
SWK vs MDY
+173.8%
-153.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.7% |
| 7D | -2.3% | +0.2% | -2.5% | -2.7% |
| 30D | +30.4% | +2.1% | +28.3% | +26.8% |
| 3M | +12.1% | -3.6% | +15.8% | +17.6% |
| 6M | +49.1% | +1.7% | +47.4% | +46.8% |
| YTD | +60.4% | +13.8% | +46.6% | +37.9% |
| 1Y | +78.3% | +15.5% | +62.8% | +50.7% |
| 3Y | +53.3% | +58.3% | -5.0% | -9.8% |
| 5Y | -27.0% | +37.4% | -64.4% | -48.4% |
| 10Y | +20.8% | +171.0% | -150.1% | -57.4% |
| All | +20.8% | +173.8% | -153.0% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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