+6,028.8%
MU vs SWK
+2.4%
+6,026.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.2% | +5.6% |
| 7D | +9.0% | -0.4% | +9.4% | +9.3% |
| 30D | +13.8% | -5.7% | +19.5% | +17.6% |
| 3M | +2.1% | +24.1% | -22.0% | -9.6% |
| 6M | +153.8% | +24.7% | +129.1% | +123.1% |
| YTD | +256.4% | +33.9% | +222.4% | +197.1% |
| 1Y | +719.8% | +34.7% | +685.1% | +578.3% |
| 3Y | +1,360.4% | +15.3% | +1,345.1% | +1,152.9% |
| 5Y | +1,312.4% | -39.3% | +1,351.7% | +1,624.1% |
| All | +6,028.8% | +2.4% | +6,026.4% | +5,187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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