+23.3%
MUB vs SWK
+17.8%
+5.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -0.8% | -2.0% | +1.1% | -0.8% |
| 30D | +2.4% | +24.6% | -22.2% | +1.6% |
| 3M | -1.1% | +10.8% | -11.9% | -1.5% |
| 6M | -1.0% | +46.1% | -47.1% | -2.4% |
| YTD | -0.3% | +56.8% | -57.1% | -2.1% |
| 1Y | 0.0% | +72.7% | -72.7% | -2.2% |
| 3Y | +10.2% | +49.9% | -39.7% | +7.7% |
| 5Y | +2.9% | -30.9% | +33.8% | +3.4% |
| All | +23.3% | +17.8% | +5.4% | +18.5% |
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