+969.7%
AWK vs MLM
+473.6%
+496.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.3% |
| 7D | +1.7% | -2.9% | +4.6% | +2.3% |
| 30D | +5.6% | -6.8% | +12.4% | +6.9% |
| 3M | +15.9% | -11.2% | +27.1% | +18.2% |
| 6M | +4.6% | -21.8% | +26.4% | +9.0% |
| YTD | +10.1% | -17.0% | +27.0% | +13.3% |
| 1Y | +2.1% | -16.4% | +18.5% | +4.8% |
| 3Y | +9.8% | +14.5% | -4.6% | +5.1% |
| 5Y | -15.4% | +41.7% | -57.1% | -23.0% |
| 10Y | +129.4% | +200.0% | -70.6% | +75.3% |
| All | +969.7% | +473.6% | +496.1% | +546.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling