-3.3%
AWK vs MLM
+25.7%
-29.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +14.3% | +9.0% | +5.2% | +11.9% |
| 3M | +10.3% | -5.6% | +15.9% | +11.5% |
| 6M | +18.9% | -10.7% | +29.6% | +21.5% |
| YTD | +17.7% | -17.2% | +34.9% | +21.9% |
| 1Y | +16.9% | -14.2% | +31.1% | +19.8% |
| 3Y | +32.2% | +15.6% | +16.6% | +20.8% |
| All | -3.3% | +25.7% | -29.0% | -16.9% |
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