+180.0%
MCD vs AWK
+126.2%
+53.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -2.0% | +2.2% | -4.2% | -2.8% |
| 30D | -6.1% | +4.4% | -10.6% | -7.6% |
| 3M | -7.3% | +15.4% | -22.6% | -11.9% |
| 6M | -20.9% | +3.5% | -24.5% | -22.1% |
| YTD | -14.7% | +9.8% | -24.5% | -17.8% |
| 1Y | -16.1% | +3.0% | -19.1% | -17.5% |
| 3Y | -1.5% | +9.7% | -11.2% | -6.4% |
| 5Y | +20.4% | -17.2% | +37.6% | +25.1% |
| 10Y | +180.0% | +126.1% | +53.9% | +109.2% |
| All | +180.0% | +126.2% | +53.9% | +109.2% |
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