+1,272.2%
MUU vs SWK
+16.0%
+1,256.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.5% | -5.5% |
| 7D | +24.7% | -1.4% | +26.0% | +26.7% |
| 30D | -35.1% | +25.5% | -60.6% | -52.3% |
| 3M | -44.3% | +11.8% | -56.0% | -53.1% |
| 6M | -44.4% | +48.7% | -93.1% | -65.4% |
| YTD | +244.9% | +57.2% | +187.7% | +91.6% |
| 1Y | +365.6% | +75.3% | +290.3% | +127.8% |
| All | +1,272.2% | +16.0% | +1,256.2% | +636.1% |
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 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