-25.3%
SWK vs MDY
+31.3%
-56.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -1.2% |
| 7D | +11.0% | -1.7% | +12.7% | +13.5% |
| 30D | +30.1% | -0.9% | +31.0% | +31.6% |
| 3M | +14.7% | -5.7% | +20.4% | +24.2% |
| 6M | +44.5% | -2.9% | +47.4% | +51.4% |
| YTD | +59.4% | +9.8% | +49.5% | +42.9% |
| 1Y | +77.5% | +13.5% | +64.0% | +52.8% |
| 3Y | +49.5% | +51.9% | -2.5% | -7.2% |
| All | -25.3% | +31.3% | -56.6% | -45.7% |
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