+1,049.8%
MDB vs AWK
+94.3%
+955.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -17.4% | +1.7% | -19.2% | -17.8% |
| 30D | -2.0% | +5.6% | -7.6% | -3.5% |
| 3M | -3.0% | +15.9% | -18.9% | -7.1% |
| 6M | +48.7% | +4.6% | +44.1% | +46.0% |
| YTD | -12.1% | +10.1% | -22.2% | -15.3% |
| 1Y | +14.5% | +2.1% | +12.4% | +12.5% |
| 3Y | -6.1% | +9.8% | -16.0% | -14.3% |
| 5Y | -27.3% | -15.4% | -12.0% | -26.0% |
| All | +1,049.8% | +94.3% | +955.5% | +779.2% |
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 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