-2.5%
SWKS vs MDB
+848.0%
-850.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.7% |
| 7D | -6.2% | -11.4% | +5.2% | -4.0% |
| 30D | -1.5% | -13.8% | +12.3% | +0.9% |
| 3M | +23.0% | -15.5% | +38.4% | +24.6% |
| 6M | +27.6% | +17.9% | +9.7% | +18.8% |
| YTD | +32.3% | -25.5% | +57.8% | +32.9% |
| 1Y | +20.1% | -12.1% | +32.2% | +15.8% |
| 3Y | +0.6% | -5.9% | +6.5% | -11.8% |
| 5Y | -42.3% | -43.7% | +1.4% | -48.9% |
| All | -2.5% | +848.0% | -850.4% | -56.8% |
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