+1,001.4%
SWK vs MDY
+2,662.7%
-1,661.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.4% | +0.1% | -0.6% | -0.6% |
| 30D | -5.7% | -1.5% | -4.2% | -4.2% |
| 3M | +24.1% | +0.8% | +23.3% | +23.8% |
| 6M | +24.7% | +7.4% | +17.3% | +17.3% |
| YTD | +33.9% | +15.2% | +18.7% | +17.9% |
| 1Y | +34.7% | +16.5% | +18.1% | +17.8% |
| 3Y | +15.3% | +46.8% | -31.5% | -17.0% |
| 5Y | -39.3% | +46.0% | -85.3% | -55.4% |
| 10Y | +2.5% | +172.1% | -169.6% | -55.4% |
| All | +1,001.4% | +2,662.7% | -1,661.3% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling