+969.7%
AWK vs MKC
+305.9%
+663.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | +1.7% | -5.9% | +7.6% | +4.5% |
| 30D | +5.6% | -0.9% | +6.4% | +5.9% |
| 3M | +15.9% | +12.7% | +3.1% | +9.4% |
| 6M | +4.6% | -19.3% | +23.9% | +14.0% |
| YTD | +10.1% | -22.2% | +32.2% | +21.2% |
| 1Y | +2.1% | -23.3% | +25.4% | +12.9% |
| 3Y | +9.8% | -30.0% | +39.8% | +24.5% |
| 5Y | -15.4% | -33.8% | +18.4% | -3.0% |
| 10Y | +129.4% | +24.4% | +105.0% | +90.8% |
| All | +969.7% | +305.9% | +663.8% | +386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling