-14.8%
AWK vs MLM
+41.9%
-56.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.4% |
| 7D | +1.7% | -2.9% | +4.6% | +2.4% |
| 30D | +5.6% | -6.8% | +12.4% | +7.2% |
| 3M | +15.9% | -11.2% | +27.1% | +18.7% |
| 6M | +4.6% | -21.8% | +26.4% | +10.2% |
| YTD | +10.1% | -17.0% | +27.0% | +14.0% |
| 1Y | +2.1% | -16.4% | +18.5% | +5.3% |
| 3Y | +9.8% | +14.5% | -4.6% | +1.3% |
| All | -14.8% | +41.9% | -56.8% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling