+22.4%
SWK vs MDY
+171.2%
-148.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | +11.3% | 0.0% | +11.3% | +11.2% |
| 30D | +31.5% | +1.0% | +30.5% | +29.8% |
| 3M | +14.4% | -4.1% | +18.5% | +20.8% |
| 6M | +46.4% | +0.6% | +45.8% | +46.1% |
| YTD | +61.6% | +12.9% | +48.7% | +40.3% |
| 1Y | +78.7% | +14.6% | +64.1% | +52.6% |
| 3Y | +54.4% | +57.1% | -2.7% | -8.2% |
| 5Y | -25.3% | +37.1% | -62.4% | -47.0% |
| 10Y | +22.4% | +171.5% | -149.1% | -56.6% |
| All | +22.4% | +171.2% | -148.8% | -56.6% |
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