+22.2%
SWK vs MDY
+165.3%
-143.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -1.4% | +2.3% | -3.6% | -4.2% |
| 30D | +25.5% | +2.0% | +23.5% | +22.2% |
| 3M | +11.8% | -5.6% | +17.4% | +20.5% |
| 6M | +48.7% | +1.3% | +47.4% | +47.2% |
| YTD | +57.2% | +12.3% | +44.9% | +37.4% |
| 1Y | +75.3% | +15.8% | +59.5% | +47.7% |
| 3Y | +51.9% | +56.5% | -4.6% | -9.3% |
| 5Y | -30.7% | +35.1% | -65.9% | -50.0% |
| All | +22.2% | +165.3% | -143.2% | -58.5% |
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