+11.6%
MUB vs SWK
+46.5%
-34.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | +0.9% | +11.3% | -10.3% | +0.5% |
| 30D | +3.8% | +28.1% | -24.3% | +2.8% |
| 3M | -0.7% | +12.6% | -13.3% | -1.1% |
| 6M | -0.8% | +51.7% | -52.5% | -2.2% |
| YTD | 0.0% | +60.0% | -60.0% | -1.7% |
| 1Y | +0.6% | +72.7% | -72.1% | -1.3% |
| All | +11.6% | +46.5% | -34.9% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling