+8,902.0%
SWKS vs MTB
+7,521.0%
+1,381.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | -6.2% | -1.3% | -4.8% | -5.6% |
| 30D | -1.5% | +0.5% | -2.0% | -1.9% |
| 3M | +23.0% | -12.4% | +35.4% | +31.1% |
| 6M | +27.6% | +1.5% | +26.1% | +26.0% |
| YTD | +32.3% | +10.3% | +22.0% | +25.0% |
| 1Y | +20.1% | +22.2% | -2.1% | +7.7% |
| 3Y | +0.6% | +96.9% | -96.3% | -29.7% |
| 5Y | -42.3% | +64.3% | -106.6% | -57.6% |
| 10Y | +35.9% | +137.8% | -101.9% | -26.5% |
| All | +8,902.0% | +7,521.0% | +1,381.0% | +1,020.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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