+966.9%
AWK vs MCO
+1,405.4%
-438.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +0.6% | -3.1% | +3.8% | +1.4% |
| 30D | +4.3% | -0.5% | +4.8% | +4.4% |
| 3M | +12.5% | +5.7% | +6.8% | +10.7% |
| 6M | +3.3% | +3.0% | +0.3% | +2.0% |
| YTD | +9.8% | -6.5% | +16.2% | +10.7% |
| 1Y | +2.9% | -5.8% | +8.7% | +3.4% |
| 3Y | +9.6% | +43.1% | -33.5% | -3.1% |
| 5Y | -16.7% | +29.5% | -46.1% | -25.3% |
| 10Y | +136.1% | +388.8% | -252.7% | +51.8% |
| All | +966.9% | +1,405.4% | -438.6% | +342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling