+77.5%
SWK vs MTB
+22.0%
+55.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.4% |
| 7D | +11.0% | -1.3% | +12.4% | +12.6% |
| 30D | +30.1% | +0.5% | +29.5% | +29.8% |
| 3M | +14.7% | -12.4% | +27.0% | +28.2% |
| 6M | +44.5% | +1.5% | +43.0% | +40.3% |
| YTD | +59.4% | +10.3% | +49.1% | +41.1% |
| 1Y | +77.5% | +22.2% | +55.3% | +39.2% |
| All | +77.5% | +22.0% | +55.6% | +39.2% |
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 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