+29.5%
SWK vs MTB
+136.2%
-106.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +1.5% |
| 7D | +10.7% | -0.8% | +11.4% | +11.3% |
| 30D | +33.3% | +2.4% | +30.9% | +31.7% |
| 3M | +14.7% | -10.5% | +25.2% | +22.3% |
| 6M | +48.5% | +6.4% | +42.1% | +43.1% |
| YTD | +63.9% | +12.8% | +51.1% | +53.0% |
| 1Y | +80.4% | +23.3% | +57.1% | +60.2% |
| 3Y | +58.1% | +108.2% | -50.1% | +4.4% |
| 5Y | -24.5% | +68.6% | -93.1% | -46.0% |
| 10Y | +29.5% | +125.3% | -95.8% | -18.9% |
| All | +29.5% | +136.2% | -106.7% | -18.9% |
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