+6.7%
SWKS vs MDB
+912.7%
-906.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +9.4% | +6.8% | +2.6% | +8.0% |
| 30D | +17.0% | -6.2% | +23.2% | +18.0% |
| 3M | +28.9% | -29.2% | +58.2% | +35.6% |
| 6M | +33.1% | +10.3% | +22.8% | +26.1% |
| YTD | +44.8% | -20.4% | +65.2% | +43.6% |
| 1Y | +36.2% | -4.8% | +41.0% | +29.4% |
| 3Y | +11.5% | -11.6% | +23.1% | -0.5% |
| 5Y | -37.1% | -41.0% | +4.0% | -44.7% |
| All | +6.7% | +912.7% | -906.0% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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