+37.8%
SWKS vs MDY
+171.7%
-133.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.3% |
| 7D | -3.1% | 0.0% | -3.2% | -3.4% |
| 30D | +8.3% | +1.0% | +7.4% | +6.8% |
| 3M | +20.2% | -4.1% | +24.3% | +26.0% |
| 6M | +24.9% | +0.6% | +24.3% | +24.5% |
| YTD | +33.2% | +12.9% | +20.2% | +15.2% |
| 1Y | +23.6% | +14.6% | +9.0% | +5.0% |
| 3Y | +1.3% | +57.1% | -55.8% | -39.2% |
| 5Y | -40.6% | +37.1% | -77.7% | -57.6% |
| All | +37.8% | +171.7% | -133.9% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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