+205.9%
MCD vs AWK
+156.2%
+49.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -1.9% | 0.0% | -2.0% | -2.0% |
| 30D | +16.6% | +15.5% | +1.1% | +10.8% |
| 3M | +0.9% | +10.0% | -9.0% | -2.5% |
| 6M | +1.5% | +20.4% | -18.9% | -5.1% |
| YTD | -8.3% | +17.1% | -25.4% | -13.7% |
| 1Y | -8.1% | +18.3% | -26.4% | -13.9% |
| 3Y | +10.3% | +30.4% | -20.0% | -1.4% |
| 5Y | +23.4% | -2.7% | +26.1% | +21.1% |
| 10Y | +205.9% | +154.7% | +51.2% | +125.0% |
| All | +205.9% | +156.2% | +49.8% | +125.0% |
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