+2,465.8%
SWKS vs MDY
+2,617.6%
-151.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -3.6% |
| 7D | -2.7% | +0.7% | -3.4% | -3.9% |
| 30D | +8.5% | +1.3% | +7.2% | +6.2% |
| 3M | +17.3% | -4.1% | +21.4% | +23.6% |
| 6M | +25.1% | +1.0% | +24.1% | +23.9% |
| YTD | +33.3% | +13.3% | +20.0% | +11.9% |
| 1Y | +22.9% | +15.7% | +7.2% | +0.1% |
| 3Y | +5.5% | +59.6% | -54.0% | -43.7% |
| 5Y | -41.9% | +36.3% | -78.2% | -61.2% |
| 10Y | +32.4% | +173.6% | -141.2% | -68.0% |
| All | +2,465.8% | +2,617.6% | -151.8% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling