+20.4%
MUB vs SWK
+29.6%
-9.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.7% | +11.0% | -10.3% | +0.3% |
| 30D | +4.4% | +30.1% | -25.7% | +3.4% |
| 3M | -0.4% | +14.7% | -15.1% | -1.0% |
| 6M | -0.9% | +44.5% | -45.4% | -2.3% |
| YTD | +0.1% | +59.4% | -59.3% | -1.8% |
| 1Y | +0.5% | +77.5% | -77.0% | -1.8% |
| 3Y | +11.7% | +49.5% | -37.8% | +9.3% |
| 5Y | +3.2% | -24.9% | +28.1% | +3.2% |
| All | +20.4% | +29.6% | -9.1% | +15.3% |
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