-43.6%
SWKS vs MDB
-44.1%
+0.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.8% |
| 7D | -6.2% | -11.4% | +5.2% | -4.3% |
| 30D | -1.5% | -13.8% | +12.3% | +0.6% |
| 3M | +23.0% | -15.5% | +38.4% | +24.3% |
| 6M | +27.6% | +17.9% | +9.7% | +19.7% |
| YTD | +32.3% | -25.5% | +57.8% | +33.0% |
| 1Y | +20.1% | -12.1% | +32.2% | +16.3% |
| 3Y | +0.6% | -5.9% | +6.5% | -11.2% |
| All | -43.6% | -44.1% | +0.5% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling