+21.9%
SWK vs MTB
+113.8%
-91.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.1% |
| 7D | -2.0% | 0.0% | -2.0% | -1.9% |
| 30D | +24.6% | +0.8% | +23.7% | +24.2% |
| 3M | +10.8% | -12.8% | +23.6% | +19.9% |
| 6M | +46.1% | +6.7% | +39.4% | +40.5% |
| YTD | +56.8% | +11.3% | +45.5% | +47.6% |
| 1Y | +72.7% | +20.2% | +52.6% | +55.7% |
| 3Y | +49.9% | +103.8% | -53.9% | +0.1% |
| 5Y | -30.9% | +60.9% | -91.8% | -49.3% |
| All | +21.9% | +113.8% | -91.9% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling