-25.3%
SWK vs MTCH
-74.5%
+49.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | +11.0% | -5.7% | +16.8% | +13.4% |
| 30D | +30.1% | -4.5% | +34.5% | +31.9% |
| 3M | +14.7% | +7.1% | +7.5% | +11.3% |
| 6M | +44.5% | +3.8% | +40.7% | +41.1% |
| YTD | +59.4% | +23.6% | +35.8% | +45.4% |
| 1Y | +77.5% | +22.2% | +55.3% | +62.6% |
| 3Y | +49.5% | +43.6% | +5.9% | +26.8% |
| All | -25.3% | -74.5% | +49.3% | -6.2% |
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