+4,407.5%
MU vs SWKS
+49.3%
+4,358.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +12.8% | +9.4% | +3.4% | +6.2% |
| 30D | -14.9% | +17.0% | -31.8% | -23.1% |
| 3M | -18.0% | +28.9% | -47.0% | -33.3% |
| 6M | -3.1% | +33.1% | -36.3% | -23.7% |
| YTD | +172.9% | +44.8% | +128.1% | +94.8% |
| 1Y | +228.8% | +36.2% | +192.6% | +145.6% |
| 3Y | +950.8% | +11.5% | +939.4% | +738.9% |
| 5Y | +931.3% | -37.1% | +968.3% | +1,158.5% |
| All | +4,407.5% | +49.3% | +4,358.2% | +2,596.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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