-29.9%
SWK vs MTB
+61.4%
-91.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | -1.4% | +1.5% | -2.9% | -2.3% |
| 30D | +25.5% | +2.3% | +23.1% | +23.9% |
| 3M | +11.8% | -12.1% | +23.9% | +20.9% |
| 6M | +48.7% | +9.8% | +38.9% | +40.3% |
| YTD | +57.2% | +12.0% | +45.2% | +47.0% |
| 1Y | +75.3% | +22.0% | +53.2% | +56.0% |
| 3Y | +51.9% | +107.6% | -55.7% | +2.0% |
| All | -29.9% | +61.4% | -91.2% | -47.5% |
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