+3,971.9%
MU vs SWK
+29.6%
+3,942.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | -22.0% | +11.0% | -33.0% | -27.4% |
| 30D | -36.6% | +30.1% | -66.6% | -46.4% |
| 3M | -21.7% | +14.7% | -36.4% | -28.9% |
| 6M | +3.5% | +44.5% | -41.0% | -17.3% |
| YTD | +141.9% | +59.4% | +82.6% | +79.4% |
| 1Y | +189.8% | +77.5% | +112.3% | +101.8% |
| 3Y | +855.4% | +49.5% | +805.9% | +596.8% |
| 5Y | +869.2% | -24.9% | +894.1% | +930.8% |
| All | +3,971.9% | +29.6% | +3,942.4% | +3,145.9% |
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