+959.5%
MDB vs AWK
+105.0%
+854.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +11.6% | -2.6% | +14.1% | +12.2% |
| 30D | -8.9% | +14.2% | -23.1% | -12.3% |
| 3M | -22.4% | +10.0% | -32.4% | -24.6% |
| 6M | +10.1% | +17.1% | -7.0% | +4.8% |
| YTD | -19.0% | +16.1% | -35.2% | -23.2% |
| 1Y | -7.0% | +17.5% | -24.5% | -12.3% |
| 3Y | -9.8% | +29.3% | -39.2% | -23.2% |
| 5Y | -40.1% | -3.5% | -36.6% | -41.6% |
| All | +959.5% | +105.0% | +854.5% | +696.9% |
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