+28.7%
SWKS vs MTZ
+712.3%
-683.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.8% |
| 7D | +12.5% | -1.6% | +14.1% | +13.1% |
| 30D | +10.5% | -11.1% | +21.6% | +14.6% |
| 3M | -7.4% | -36.7% | +29.3% | +5.7% |
| 6M | +32.7% | -21.9% | +54.6% | +39.9% |
| YTD | +19.2% | +9.1% | +10.0% | +11.3% |
| 1Y | +2.4% | +30.0% | -27.6% | -10.4% |
| 3Y | -25.6% | +138.5% | -164.1% | -50.1% |
| 5Y | -53.4% | +158.3% | -211.8% | -70.7% |
| All | +28.7% | +712.3% | -683.6% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling