-30.9%
SWK vs MDY
+35.5%
-66.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -0.6% |
| 7D | -2.0% | +3.0% | -5.0% | -5.9% |
| 30D | +24.6% | +0.8% | +23.8% | +23.1% |
| 3M | +10.8% | -5.1% | +15.9% | +19.0% |
| 6M | +46.1% | +1.2% | +44.9% | +44.7% |
| YTD | +56.8% | +12.5% | +44.4% | +36.2% |
| 1Y | +72.7% | +13.8% | +59.0% | +48.0% |
| 3Y | +49.9% | +56.4% | -6.6% | -10.5% |
| 5Y | -30.9% | +35.3% | -66.2% | -51.6% |
| All | -30.9% | +35.5% | -66.4% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling