-53.0%
SWKS vs MTZ
+158.3%
-211.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.5% |
| 3M | -7.4% | -36.7% | +29.3% | +5.8% |
| 6M | +32.7% | -21.9% | +54.6% | +39.6% |
| YTD | +19.2% | +9.1% | +10.0% | +10.5% |
| 1Y | +2.4% | +30.0% | -27.6% | -11.3% |
| 3Y | -25.6% | +138.5% | -164.1% | -50.7% |
| All | -53.0% | +158.3% | -211.4% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling