+1,348.1%
MUU vs SWK
+15.8%
+1,332.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -0.9% |
| 7D | +43.7% | -2.0% | +45.6% | +46.9% |
| 30D | -37.2% | +24.6% | -61.8% | -53.4% |
| 3M | -36.1% | +10.8% | -46.9% | -45.6% |
| 6M | -35.7% | +46.1% | -81.8% | -59.2% |
| YTD | +264.0% | +56.8% | +207.2% | +102.7% |
| 1Y | +359.1% | +72.7% | +286.4% | +128.8% |
| All | +1,348.1% | +15.8% | +1,332.3% | +678.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling