-8.6%
MCD vs AWK
+17.4%
-25.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.6% |
| 30D | +16.0% | +14.2% | +1.9% | +10.6% |
| 3M | 0.0% | +10.0% | -10.1% | -3.6% |
| 6M | +0.9% | +17.1% | -16.1% | -4.7% |
| YTD | -8.7% | +16.1% | -24.8% | -13.8% |
| 1Y | -8.6% | +17.5% | -26.1% | -13.7% |
| All | -8.6% | +17.4% | -25.9% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling