+30.1%
SWKS vs MDLN
+16.3%
+13.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.8% |
| 7D | -2.7% | +21.1% | -23.8% | -2.5% |
| 30D | +8.5% | +12.3% | -3.8% | +9.1% |
| 3M | +17.3% | +15.6% | +1.7% | +18.0% |
| 6M | +25.1% | +3.0% | +22.1% | +28.2% |
| YTD | +33.3% | -3.1% | +36.4% | +42.8% |
| All | +30.1% | +16.3% | +13.8% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling