+686.6%
MCD vs AWK
+1,042.6%
-356.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +7.1% | +4.1% | +3.0% | +5.7% |
| 30D | +19.8% | +18.0% | +1.8% | +13.3% |
| 3M | +0.8% | +12.2% | -11.4% | -3.1% |
| 6M | -1.3% | +21.2% | -22.5% | -7.6% |
| YTD | -7.8% | +17.6% | -25.3% | -13.0% |
| 1Y | -5.0% | +19.2% | -24.2% | -10.8% |
| 3Y | +10.5% | +26.7% | -16.2% | +0.5% |
| 5Y | +22.0% | -1.3% | +23.3% | +19.1% |
| 10Y | +216.7% | +159.7% | +57.0% | +121.7% |
| All | +686.6% | +1,042.6% | -356.0% | +220.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling