+1.3%
AWK vs MCO
-5.7%
+7.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.7% |
| 7D | -2.1% | -3.8% | +1.6% | -1.8% |
| 30D | +2.1% | -0.4% | +2.4% | +2.1% |
| 3M | +11.4% | +7.7% | +3.6% | +11.2% |
| 6M | +3.9% | +7.0% | -3.1% | +3.6% |
| YTD | +7.7% | -6.4% | +14.1% | +8.9% |
| 1Y | +1.3% | -7.6% | +8.9% | +2.2% |
| All | +1.3% | -5.7% | +7.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling