+73.9%
MUB vs SWK
+195.5%
-121.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.9% | -0.4% | -0.4% | -0.8% |
| 30D | -1.4% | -5.7% | +4.3% | -1.3% |
| 3M | -2.2% | +24.1% | -26.2% | -2.6% |
| 6M | -1.9% | +24.7% | -26.6% | -2.4% |
| YTD | -0.8% | +33.9% | -34.7% | -1.5% |
| 1Y | +2.7% | +34.7% | -31.9% | +1.9% |
| 3Y | +8.6% | +15.3% | -6.7% | +7.7% |
| 5Y | +2.0% | -39.3% | +41.3% | +2.2% |
| 10Y | +17.9% | +2.5% | +15.4% | +16.1% |
| All | +73.9% | +195.5% | -121.6% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling