-43.6%
SWKS vs MDY
+31.3%
-74.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.4% |
| 7D | -6.2% | -1.7% | -4.5% | -4.3% |
| 30D | -1.5% | -0.9% | -0.6% | -0.6% |
| 3M | +23.0% | -5.7% | +28.7% | +32.5% |
| 6M | +27.6% | -2.9% | +30.5% | +33.3% |
| YTD | +32.3% | +9.8% | +22.5% | +17.1% |
| 1Y | +20.1% | +13.5% | +6.6% | +1.7% |
| 3Y | +0.6% | +51.9% | -51.3% | -40.3% |
| All | -43.6% | +31.3% | -74.9% | -60.9% |
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 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