+1,436.0%
MUU vs SW
+5.0%
+1,431.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +4.1% | -18.1% | -17.5% |
| 7D | -35.9% | +12.1% | -47.9% | -43.0% |
| 30D | -47.1% | +6.6% | -53.7% | -51.4% |
| 3M | -29.8% | -6.0% | -23.8% | -28.1% |
| 6M | +16.0% | +21.5% | -5.5% | -7.9% |
| YTD | +286.1% | +20.3% | +265.8% | +195.9% |
| 1Y | +504.3% | +28.1% | +476.2% | +328.5% |
| All | +1,436.0% | +5.0% | +1,431.0% | +1,670.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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