+339.0%
MCK vs AWK
-17.6%
+356.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -2.9% | -2.1% | -0.8% | -2.5% |
| 30D | +0.4% | +2.1% | -1.6% | 0.0% |
| 3M | +12.1% | +11.4% | +0.7% | +9.7% |
| 6M | -5.4% | +3.9% | -9.4% | -6.3% |
| YTD | +7.8% | +7.7% | +0.1% | +6.0% |
| 1Y | +22.9% | +1.3% | +21.6% | +22.2% |
| 3Y | +110.7% | +7.2% | +103.6% | +108.3% |
| All | +339.0% | -17.6% | +356.6% | +338.2% |
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 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