-25.2%
SWKS vs MUB
+8.6%
-33.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | -0.9% | +13.4% | +13.8% |
| 30D | +10.5% | -1.4% | +11.9% | +12.7% |
| 3M | -7.4% | -2.2% | -5.2% | -4.7% |
| 6M | +32.7% | -1.9% | +34.5% | +36.2% |
| YTD | +19.2% | -0.8% | +19.9% | +20.6% |
| 1Y | +2.4% | +2.7% | -0.4% | -1.1% |
| All | -25.2% | +8.6% | -33.9% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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