+1,000.7%
MUU vs SWKS
-5.9%
+1,006.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.2% | +8.0% | +7.9% |
| 7D | -42.8% | -6.2% | -36.6% | -37.8% |
| 30D | -63.6% | -1.5% | -62.1% | -62.4% |
| 3M | -48.5% | +23.0% | -71.5% | -60.8% |
| 6M | -36.9% | +27.6% | -64.5% | -51.1% |
| YTD | +176.7% | +32.3% | +144.3% | +91.9% |
| 1Y | +266.3% | +20.1% | +246.1% | +189.6% |
| All | +1,000.7% | -5.9% | +1,006.6% | +980.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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