+85.2%
SWK vs MTB
+27.0%
+58.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.2% | +11.9% | +12.1% |
| 7D | +17.9% | +2.0% | +15.9% | +16.0% |
| 30D | +31.9% | +2.9% | +29.0% | +28.9% |
| 3M | +16.6% | -10.7% | +27.2% | +28.3% |
| 6M | +61.1% | +6.3% | +54.8% | +49.8% |
| YTD | +64.2% | +13.8% | +50.4% | +40.5% |
| 1Y | +85.2% | +27.7% | +57.5% | +36.5% |
| All | +85.2% | +27.0% | +58.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling