+3.1%
MUB vs SWK
-25.4%
+28.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | +0.9% | +11.3% | -10.3% | +0.6% |
| 30D | +3.8% | +28.1% | -24.3% | +3.0% |
| 3M | -0.7% | +12.6% | -13.3% | -1.1% |
| 6M | -0.8% | +51.7% | -52.5% | -1.9% |
| YTD | 0.0% | +60.0% | -60.0% | -1.4% |
| 1Y | +0.6% | +72.7% | -72.1% | -1.0% |
| 3Y | +11.4% | +46.3% | -35.0% | +9.6% |
| 5Y | +3.1% | -24.6% | +27.7% | +1.1% |
| All | +3.1% | -25.4% | +28.5% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling