+1,017.5%
MDB vs AWK
+93.8%
+923.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.5% | +0.6% | -5.1% | -4.7% |
| 30D | -14.0% | +4.3% | -18.3% | -15.0% |
| 3M | +5.3% | +12.5% | -7.2% | +1.8% |
| 6M | +31.9% | +3.3% | +28.6% | +30.0% |
| YTD | -14.6% | +9.8% | -24.4% | -17.6% |
| 1Y | +8.2% | +2.9% | +5.3% | +6.0% |
| 3Y | -5.0% | +9.6% | -14.6% | -13.2% |
| 5Y | -24.5% | -16.7% | -7.9% | -22.7% |
| All | +1,017.5% | +93.8% | +923.7% | +755.1% |
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