-3.3%
AWK vs MKC
-35.5%
+32.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +0.1% | -3.0% | +3.1% | +1.2% |
| 30D | +14.3% | +4.8% | +9.4% | +12.4% |
| 3M | +10.3% | -12.8% | +23.1% | +15.3% |
| 6M | +18.9% | +5.0% | +13.9% | +16.4% |
| YTD | +17.7% | -29.1% | +46.8% | +31.3% |
| 1Y | +16.9% | -26.4% | +43.2% | +28.4% |
| 3Y | +32.2% | -21.6% | +53.8% | +39.3% |
| All | -3.3% | -35.5% | +32.3% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling