+8,902.0%
SWKS vs MTZ
+2,221.3%
+6,680.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.5% | -8.3% | -0.8% |
| 7D | -6.2% | -6.4% | +0.3% | -5.2% |
| 30D | -1.5% | -22.1% | +20.6% | +3.3% |
| 3M | +23.0% | -32.7% | +55.6% | +32.3% |
| 6M | +27.6% | -59.8% | +87.4% | +51.5% |
| YTD | +32.3% | -19.9% | +52.2% | +34.9% |
| 1Y | +20.1% | -11.5% | +31.6% | +19.7% |
| 3Y | +0.6% | +258.1% | -257.4% | -26.9% |
| 5Y | -42.3% | +85.5% | -127.8% | -52.8% |
| 10Y | +35.9% | +492.2% | -456.2% | -16.4% |
| All | +8,902.0% | +2,221.3% | +6,680.6% | +3,557.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling