+855.4%
MU vs SWKS
-0.7%
+856.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.5% |
| 7D | -22.0% | -6.2% | -15.9% | -19.0% |
| 30D | -36.6% | -1.5% | -35.1% | -35.9% |
| 3M | -21.7% | +23.0% | -44.7% | -31.8% |
| 6M | +3.5% | +27.6% | -24.1% | -11.5% |
| YTD | +141.9% | +32.3% | +109.6% | +97.0% |
| 1Y | +189.8% | +20.1% | +169.7% | +150.7% |
| 3Y | +855.4% | +0.6% | +854.7% | +756.4% |
| All | +855.4% | -0.7% | +856.1% | +756.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling