+155.5%
AWK vs MLM
+185.4%
-29.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +4.1% | -4.1% | +8.2% | +4.9% |
| 30D | +18.0% | +8.2% | +9.8% | +16.0% |
| 3M | +12.2% | -3.6% | +15.8% | +12.9% |
| 6M | +21.2% | -15.6% | +36.8% | +24.9% |
| YTD | +17.6% | -16.4% | +34.0% | +21.0% |
| 1Y | +19.2% | -14.3% | +33.6% | +22.0% |
| 3Y | +26.7% | +19.3% | +7.4% | +19.2% |
| 5Y | -1.3% | +29.6% | -30.9% | -10.3% |
| All | +155.5% | +185.4% | -29.9% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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