+3.0%
MCHP vs AWK
-17.6%
+20.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.9% |
| 7D | 0.0% | -2.1% | +2.2% | +0.3% |
| 30D | -6.0% | +2.1% | -8.1% | -6.4% |
| 3M | -19.7% | +11.4% | -31.1% | -21.4% |
| 6M | +14.0% | +3.9% | +10.1% | +12.8% |
| YTD | +18.4% | +7.7% | +10.7% | +15.9% |
| 1Y | +17.1% | +1.3% | +15.8% | +16.1% |
| 3Y | +0.7% | +7.2% | -6.5% | -5.9% |
| All | +3.0% | -17.6% | +20.6% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling