+822.0%
MU vs SWKS
-44.4%
+866.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.1% | -15.4% | -16.2% |
| 7D | -29.7% | -9.2% | -20.6% | -25.1% |
| 30D | -37.2% | -1.9% | -35.3% | -36.3% |
| 3M | -26.5% | +21.2% | -47.7% | -36.9% |
| 6M | +2.6% | +12.9% | -10.3% | -8.8% |
| YTD | +130.1% | +30.7% | +99.4% | +81.1% |
| 1Y | +176.7% | +14.1% | +162.6% | +139.2% |
| 3Y | +813.1% | -1.7% | +814.8% | +701.4% |
| 5Y | +822.0% | -43.0% | +865.0% | +1,114.3% |
| All | +822.0% | -44.4% | +866.4% | +1,114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling