+32.4%
SWKS vs MTZ
+544.1%
-511.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.6% | -7.8% | -2.0% |
| 7D | -2.7% | -2.4% | -0.3% | -2.7% |
| 30D | +8.5% | -11.1% | +19.6% | +11.5% |
| 3M | +17.3% | -30.6% | +47.9% | +29.8% |
| 6M | +25.1% | -54.4% | +79.5% | +56.2% |
| YTD | +33.3% | -13.0% | +46.4% | +31.9% |
| 1Y | +22.9% | -5.7% | +28.6% | +17.9% |
| 3Y | +5.5% | +297.2% | -291.6% | -41.6% |
| 5Y | -41.9% | +95.9% | -137.8% | -60.6% |
| 10Y | +32.4% | +492.6% | -460.2% | -37.7% |
| All | +32.4% | +544.1% | -511.7% | -37.7% |
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