+128.5%
AWK vs MKC
+29.9%
+98.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | -2.1% | -1.5% | -0.7% | -1.5% |
| 30D | +2.1% | -3.1% | +5.2% | +3.4% |
| 3M | +11.4% | +5.2% | +6.2% | +8.5% |
| 6M | +3.9% | -12.8% | +16.7% | +9.4% |
| YTD | +7.7% | -23.3% | +31.0% | +19.3% |
| 1Y | +1.3% | -24.1% | +25.4% | +12.5% |
| 3Y | +7.2% | -32.1% | +39.3% | +23.5% |
| 5Y | -17.0% | -32.8% | +15.8% | -5.7% |
| All | +128.5% | +29.9% | +98.6% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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