+908.0%
MUU vs SWKS
-7.0%
+915.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -2.1% | -32.3% | -32.2% |
| 7D | -53.2% | -9.2% | -44.0% | -47.4% |
| 30D | -64.1% | -1.9% | -62.2% | -62.7% |
| 3M | -54.1% | +21.2% | -75.3% | -64.5% |
| 6M | -37.7% | +12.9% | -50.5% | -46.1% |
| YTD | +153.4% | +30.7% | +122.6% | +77.8% |
| 1Y | +237.5% | +14.1% | +223.3% | +182.9% |
| All | +908.0% | -7.0% | +915.0% | +901.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling