+1,240.6%
SWK vs MTB
+8,294.1%
-7,053.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | +1.7% | -2.2% | -1.3% |
| 30D | -5.7% | -4.2% | -1.5% | -3.8% |
| 3M | +24.1% | +8.9% | +15.2% | +19.0% |
| 6M | +24.7% | +10.9% | +13.8% | +18.9% |
| YTD | +33.9% | +21.5% | +12.5% | +22.1% |
| 1Y | +34.7% | +21.9% | +12.8% | +22.6% |
| 3Y | +15.3% | +109.2% | -94.0% | -19.0% |
| 5Y | -39.3% | +102.0% | -141.3% | -57.8% |
| 10Y | +2.5% | +171.9% | -169.4% | -40.6% |
| All | +1,240.6% | +8,294.1% | -7,053.5% | +160.2% |
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 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