+29.5%
SWK vs MTCH
+168.0%
-138.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +10.7% | -6.6% | +17.3% | +12.8% |
| 30D | +33.3% | -4.4% | +37.7% | +34.9% |
| 3M | +14.7% | +6.0% | +8.7% | +12.4% |
| 6M | +48.5% | +7.4% | +41.1% | +44.5% |
| YTD | +63.9% | +24.5% | +39.4% | +52.4% |
| 1Y | +80.4% | +22.3% | +58.1% | +68.6% |
| 3Y | +58.1% | +42.4% | +15.7% | +40.0% |
| 5Y | -24.5% | -73.6% | +49.1% | -5.5% |
| 10Y | +29.5% | +148.4% | -118.9% | +0.9% |
| All | +29.5% | +168.0% | -138.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling