+8,794.6%
SWKS vs MTB
+7,592.0%
+1,202.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.0% |
| 7D | -9.2% | -1.9% | -7.3% | -8.4% |
| 30D | -1.9% | +0.5% | -2.4% | -2.3% |
| 3M | +21.2% | -12.2% | +33.4% | +29.1% |
| 6M | +12.9% | +3.4% | +9.5% | +10.4% |
| YTD | +30.7% | +11.3% | +19.4% | +22.9% |
| 1Y | +14.1% | +23.3% | -9.2% | +1.9% |
| 3Y | -1.7% | +96.8% | -98.5% | -31.3% |
| 5Y | -43.0% | +65.8% | -108.8% | -58.3% |
| 10Y | +34.3% | +140.0% | -105.7% | -27.7% |
| All | +8,794.6% | +7,592.0% | +1,202.6% | +1,001.6% |
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