+627.4%
MCD vs AWK
+969.7%
-342.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +1.7% | -4.6% | -3.4% |
| 30D | -6.0% | +5.6% | -11.6% | -7.7% |
| 3M | -5.6% | +15.9% | -21.4% | -10.2% |
| 6M | -21.9% | +4.6% | -26.4% | -23.2% |
| YTD | -14.7% | +10.1% | -24.8% | -17.7% |
| 1Y | -17.3% | +2.1% | -19.4% | -18.3% |
| 3Y | -2.2% | +9.8% | -12.0% | -6.8% |
| 5Y | +20.3% | -15.4% | +35.6% | +23.5% |
| 10Y | +180.7% | +129.4% | +51.3% | +104.4% |
| All | +627.4% | +969.7% | -342.3% | +202.7% |
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 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