+155.1%
AWK vs MLM
+140.0%
+15.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -2.6% | -2.0% | -0.6% | -2.2% |
| 30D | +14.2% | +9.5% | +4.7% | +12.0% |
| 3M | +10.0% | -4.7% | +14.8% | +10.9% |
| 6M | +17.1% | -10.7% | +27.8% | +19.3% |
| YTD | +16.1% | -16.6% | +32.7% | +19.6% |
| 1Y | +17.5% | -15.4% | +32.9% | +20.6% |
| 3Y | +29.3% | +15.9% | +13.4% | +22.2% |
| 5Y | -3.5% | +27.1% | -30.6% | -12.1% |
| All | +155.1% | +140.0% | +15.1% | +93.3% |
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