+875.5%
MDB vs AWK
+107.5%
+767.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.0% |
| 7D | -11.4% | +4.1% | -15.5% | -12.3% |
| 30D | -13.8% | +18.0% | -31.8% | -17.7% |
| 3M | -15.5% | +12.2% | -27.7% | -18.2% |
| 6M | +17.9% | +21.2% | -3.3% | +11.3% |
| YTD | -25.5% | +17.6% | -43.0% | -29.5% |
| 1Y | -12.1% | +19.2% | -31.3% | -17.4% |
| 3Y | -5.9% | +26.7% | -32.6% | -18.8% |
| 5Y | -43.7% | -1.3% | -42.4% | -45.5% |
| All | +875.5% | +107.5% | +767.9% | +631.7% |
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