+1,000.7%
MUU vs SW
+2.4%
+998.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +10.0% |
| 7D | -42.8% | +2.3% | -45.1% | -44.0% |
| 30D | -63.6% | +6.8% | -70.4% | -66.4% |
| 3M | -48.5% | -5.2% | -43.3% | -47.5% |
| 6M | -36.9% | +7.4% | -44.4% | -43.7% |
| YTD | +176.7% | +17.4% | +159.3% | +117.9% |
| 1Y | +266.3% | +27.1% | +239.2% | +162.2% |
| All | +1,000.7% | +2.4% | +998.2% | +1,204.2% |
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