+3,773.6%
MU vs SWK
+30.0%
+3,743.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.6% | -14.9% | -16.0% |
| 7D | -29.7% | +11.3% | -41.0% | -34.6% |
| 30D | -37.2% | +28.1% | -65.3% | -46.5% |
| 3M | -26.5% | +12.6% | -39.1% | -32.6% |
| 6M | +2.6% | +51.7% | -49.2% | -20.3% |
| YTD | +130.1% | +60.0% | +70.2% | +70.4% |
| 1Y | +176.7% | +72.7% | +104.0% | +95.7% |
| 3Y | +813.1% | +46.3% | +766.8% | +574.4% |
| 5Y | +822.0% | -24.6% | +846.6% | +878.7% |
| All | +3,773.6% | +30.0% | +3,743.6% | +2,981.8% |
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