+20.2%
SWKS vs MDLN
-2.7%
+22.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.7% |
| 7D | +6.8% | -6.2% | +13.0% | +7.4% |
| 30D | +11.3% | +0.7% | +10.6% | +11.1% |
| 3M | +4.1% | -5.4% | +9.5% | +4.2% |
| 6M | +39.7% | -21.6% | +61.2% | +46.9% |
| YTD | +23.2% | -18.9% | +42.1% | +31.5% |
| All | +20.2% | -2.7% | +22.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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