-36.7%
SWK vs MTB
+101.8%
-138.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | +1.7% | -2.2% | -1.5% |
| 30D | -5.7% | -4.2% | -1.5% | -3.3% |
| 3M | +24.1% | +8.9% | +15.2% | +17.8% |
| 6M | +24.7% | +10.9% | +13.8% | +17.4% |
| YTD | +33.9% | +21.5% | +12.5% | +19.5% |
| 1Y | +34.7% | +21.9% | +12.8% | +19.8% |
| 3Y | +15.3% | +109.2% | -94.0% | -23.2% |
| All | -36.7% | +101.8% | -138.5% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling