-25.2%
SWKS vs MDY
+48.1%
-73.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.3% |
| 7D | +12.5% | +0.1% | +12.4% | +12.3% |
| 30D | +10.5% | -1.5% | +12.0% | +12.9% |
| 3M | -7.4% | +0.8% | -8.2% | -7.7% |
| 6M | +32.7% | +7.4% | +25.2% | +21.2% |
| YTD | +19.2% | +15.2% | +4.0% | -1.3% |
| 1Y | +2.4% | +16.5% | -14.2% | -16.5% |
| All | -25.2% | +48.1% | -73.3% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling