-45.2%
MDB vs AWK
-1.1%
-44.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.8% |
| 7D | -11.4% | +4.1% | -15.5% | -11.7% |
| 30D | -13.8% | +18.0% | -31.8% | -15.6% |
| 3M | -15.5% | +12.2% | -27.7% | -16.6% |
| 6M | +17.9% | +21.2% | -3.3% | +14.9% |
| YTD | -25.5% | +17.6% | -43.0% | -27.4% |
| 1Y | -12.1% | +19.2% | -31.3% | -14.8% |
| 3Y | -5.9% | +26.7% | -32.6% | -18.9% |
| All | -45.2% | -1.1% | -44.2% | -41.8% |
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