+1,808.4%
MCK vs AWK
+946.8%
+861.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -2.9% | -2.1% | -0.8% | -2.2% |
| 30D | +0.4% | +2.1% | -1.6% | -0.4% |
| 3M | +12.1% | +11.4% | +0.7% | +7.9% |
| 6M | -5.4% | +3.9% | -9.4% | -6.9% |
| YTD | +7.8% | +7.7% | +0.1% | +4.6% |
| 1Y | +22.9% | +1.3% | +21.6% | +21.6% |
| 3Y | +110.7% | +7.2% | +103.6% | +100.3% |
| 5Y | +346.2% | -17.0% | +363.2% | +360.5% |
| 10Y | +440.1% | +131.6% | +308.5% | +268.0% |
| All | +1,808.4% | +946.8% | +861.6% | +543.4% |
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