+199.5%
MCHP vs AWK
+132.0%
+67.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.1% |
| 7D | 0.0% | -2.1% | +2.2% | +0.7% |
| 30D | -6.0% | +2.1% | -8.1% | -6.8% |
| 3M | -19.7% | +11.4% | -31.1% | -23.0% |
| 6M | +14.0% | +3.9% | +10.1% | +11.4% |
| YTD | +18.4% | +7.7% | +10.7% | +13.8% |
| 1Y | +17.1% | +1.3% | +15.8% | +14.6% |
| 3Y | +0.7% | +7.2% | -6.5% | -7.3% |
| 5Y | +5.1% | -17.0% | +22.1% | +7.7% |
| All | +199.5% | +132.0% | +67.5% | +122.7% |
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 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