+211.3%
MCD vs AWK
+146.2%
+65.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +5.9% | +1.2% | +4.7% | +5.5% |
| 30D | +19.6% | +15.8% | +3.9% | +13.6% |
| 3M | +3.3% | +11.0% | -7.7% | -0.6% |
| 6M | +3.5% | +21.0% | -17.5% | -3.4% |
| YTD | -6.1% | +16.7% | -22.8% | -11.5% |
| 1Y | -3.7% | +17.2% | -20.8% | -9.4% |
| 3Y | +13.4% | +29.2% | -15.8% | +1.7% |
| 5Y | +25.2% | -2.3% | +27.5% | +22.6% |
| 10Y | +211.3% | +150.5% | +60.7% | +129.2% |
| All | +211.3% | +146.2% | +65.0% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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