-29.9%
SWK vs MTCH
-70.4%
+40.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.4% | +6.7% | -8.0% | -3.7% |
| 30D | +25.5% | -1.8% | +27.3% | +25.9% |
| 3M | +11.8% | +12.2% | -0.4% | +6.7% |
| 6M | +48.7% | +16.6% | +32.1% | +39.3% |
| YTD | +57.2% | +31.8% | +25.3% | +40.0% |
| 1Y | +75.3% | +30.8% | +44.4% | +56.6% |
| 3Y | +51.9% | +49.6% | +2.3% | +26.8% |
| All | -29.9% | -70.4% | +40.5% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling