-3.6%
SWKS vs MDB
+823.0%
-826.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.2% | -0.7% |
| 7D | -9.2% | -20.9% | +11.7% | -5.1% |
| 30D | -1.9% | -15.6% | +13.6% | +0.8% |
| 3M | +21.2% | -19.1% | +40.3% | +23.8% |
| 6M | +12.9% | +14.2% | -1.3% | +5.8% |
| YTD | +30.7% | -27.4% | +58.2% | +32.0% |
| 1Y | +14.1% | -13.0% | +27.2% | +10.2% |
| 3Y | -1.7% | -11.2% | +9.5% | -12.8% |
| 5Y | -43.0% | -45.2% | +2.2% | -49.3% |
| All | -3.6% | +823.0% | -826.6% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling