-36.5%
SWKS vs MDY
+34.6%
-71.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.1% |
| 7D | +9.4% | +2.3% | +7.2% | +6.2% |
| 30D | +17.0% | +2.0% | +15.0% | +13.6% |
| 3M | +28.9% | -5.6% | +34.6% | +38.5% |
| 6M | +33.1% | +1.3% | +31.9% | +31.5% |
| YTD | +44.8% | +12.3% | +32.5% | +24.3% |
| 1Y | +36.2% | +15.8% | +20.4% | +12.4% |
| 3Y | +11.5% | +56.5% | -45.0% | -36.4% |
| All | -36.5% | +34.6% | -71.1% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling