+1,138.0%
MUU vs SWK
+21.0%
+1,117.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.8% | +9.7% | +9.5% |
| 7D | -27.2% | +10.7% | -37.8% | -36.2% |
| 30D | -54.0% | +33.3% | -87.4% | -68.4% |
| 3M | -41.4% | +14.7% | -56.1% | -51.9% |
| 6M | -42.5% | +48.5% | -91.0% | -64.2% |
| YTD | +211.2% | +63.9% | +147.3% | +65.6% |
| 1Y | +313.4% | +80.4% | +233.0% | +97.0% |
| All | +1,138.0% | +21.0% | +1,117.1% | +536.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling