+1,001.1%
MU vs SWK
+50.4%
+950.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +13.1% | -20.1% | -13.4% |
| 7D | -19.1% | +17.9% | -37.0% | -26.5% |
| 30D | -25.2% | +31.9% | -57.2% | -36.4% |
| 3M | -10.9% | +16.6% | -27.5% | -18.9% |
| 6M | +38.0% | +61.1% | -23.1% | +6.4% |
| YTD | +178.8% | +64.2% | +114.6% | +108.5% |
| 1Y | +265.1% | +85.2% | +179.9% | +156.2% |
| All | +1,001.1% | +50.4% | +950.7% | +703.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling