-53.0%
SWKS vs MDB
-28.4%
-24.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.6% | +4.2% |
| 7D | +12.5% | -17.4% | +29.9% | +15.8% |
| 30D | +10.5% | -2.0% | +12.5% | +10.0% |
| 3M | -7.4% | -3.0% | -4.4% | -8.0% |
| 6M | +32.7% | +48.7% | -16.0% | +20.2% |
| YTD | +19.2% | -12.1% | +31.3% | +17.7% |
| 1Y | +2.4% | +14.5% | -12.1% | -4.6% |
| 3Y | -25.6% | -6.1% | -19.5% | -33.2% |
| All | -53.0% | -28.4% | -24.7% | -60.5% |
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