+18.9%
SWKS vs MTZ
-14.7%
+33.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -15.4% | +12.5% | -0.4% |
| 7D | -4.9% | -7.4% | +2.5% | -4.0% |
| 30D | -1.2% | -23.6% | +22.4% | +3.2% |
| 3M | +24.2% | -38.3% | +62.5% | +34.8% |
| 6M | +21.5% | -60.6% | +82.1% | +42.3% |
| YTD | +33.5% | -22.9% | +56.4% | +37.6% |
| 1Y | +18.9% | -14.3% | +33.2% | +16.2% |
| All | +18.9% | -14.7% | +33.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling