+8.8%
AWK vs MKC
-31.7%
+40.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | +2.8% | -3.4% | +6.2% | +3.8% |
| 3M | +11.3% | +3.8% | +7.5% | +10.0% |
| 6M | +6.7% | -17.9% | +24.7% | +12.5% |
| YTD | +9.4% | -23.6% | +33.0% | +17.6% |
| 1Y | +3.7% | -23.1% | +26.8% | +11.0% |
| All | +8.8% | -31.7% | +40.5% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling