+75.2%
MUB vs SWK
+252.9%
-177.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | +0.9% | +11.3% | -10.3% | +0.7% |
| 30D | +3.8% | +28.1% | -24.3% | +3.2% |
| 3M | -0.7% | +12.6% | -13.3% | -1.0% |
| 6M | -0.8% | +51.7% | -52.5% | -1.7% |
| YTD | 0.0% | +60.0% | -60.0% | -1.2% |
| 1Y | +0.6% | +72.7% | -72.1% | -0.7% |
| 3Y | +11.4% | +46.3% | -35.0% | +9.9% |
| 5Y | +3.1% | -24.6% | +27.7% | +2.7% |
| 10Y | +20.2% | +32.2% | -12.0% | +17.8% |
| All | +75.2% | +252.9% | -177.7% | +69.1% |
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 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