-25.3%
SWK vs MTB
+63.3%
-88.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.2% |
| 7D | +11.0% | -1.3% | +12.4% | +12.1% |
| 30D | +30.1% | +0.5% | +29.5% | +29.8% |
| 3M | +14.7% | -12.4% | +27.0% | +24.2% |
| 6M | +44.5% | +1.5% | +43.0% | +43.0% |
| YTD | +59.4% | +10.3% | +49.1% | +50.5% |
| 1Y | +77.5% | +22.2% | +55.3% | +57.9% |
| 3Y | +49.5% | +96.9% | -47.5% | +3.2% |
| All | -25.3% | +63.3% | -88.6% | -44.0% |
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