+1,495.2%
SWK vs MTB
+7,521.0%
-6,025.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.1% |
| 7D | +11.0% | -1.3% | +12.4% | +11.9% |
| 30D | +30.1% | +0.5% | +29.5% | +29.9% |
| 3M | +14.7% | -12.4% | +27.0% | +22.2% |
| 6M | +44.5% | +1.5% | +43.0% | +43.4% |
| YTD | +59.4% | +10.3% | +49.1% | +52.3% |
| 1Y | +77.5% | +22.2% | +55.3% | +61.6% |
| 3Y | +49.5% | +96.9% | -47.5% | +8.6% |
| 5Y | -24.9% | +64.3% | -89.2% | -42.2% |
| 10Y | +31.8% | +137.8% | -106.1% | -18.6% |
| All | +1,495.2% | +7,521.0% | -6,025.8% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling