+1,215.3%
SWK vs MDY
+2,517.8%
-1,302.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | +1.3% |
| 7D | +11.3% | -3.4% | +14.7% | +15.2% |
| 30D | +28.1% | -3.2% | +31.3% | +32.3% |
| 3M | +12.6% | -6.7% | +19.2% | +20.8% |
| 6M | +51.7% | -1.8% | +53.5% | +55.6% |
| YTD | +60.0% | +9.2% | +50.8% | +48.7% |
| 1Y | +72.7% | +11.7% | +60.9% | +57.2% |
| 3Y | +46.3% | +49.5% | -3.2% | +3.7% |
| 5Y | -24.6% | +31.2% | -55.8% | -38.5% |
| 10Y | +32.2% | +174.7% | -142.5% | -42.4% |
| All | +1,215.3% | +2,517.8% | -1,302.5% | +21.1% |
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