+22.4%
SWK vs MTB
+122.1%
-99.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.8% |
| 7D | +11.3% | -0.7% | +12.0% | +11.8% |
| 30D | +31.5% | +1.4% | +30.0% | +30.6% |
| 3M | +14.4% | -11.6% | +26.0% | +22.9% |
| 6M | +46.4% | +5.4% | +41.0% | +41.9% |
| YTD | +61.6% | +11.7% | +49.8% | +51.7% |
| 1Y | +78.7% | +20.5% | +58.2% | +60.8% |
| 3Y | +54.4% | +104.5% | -50.1% | +3.0% |
| 5Y | -25.3% | +65.1% | -90.4% | -45.9% |
| 10Y | +22.4% | +119.5% | -97.1% | -21.3% |
| All | +22.4% | +122.1% | -99.7% | -21.3% |
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