+920.8%
MDB vs AWK
+106.0%
+814.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.4% | +4.8% |
| 7D | -0.9% | +1.2% | -2.1% | -1.3% |
| 30D | -15.2% | +15.8% | -31.0% | -18.6% |
| 3M | -17.9% | +11.0% | -28.9% | -20.4% |
| 6M | +9.3% | +21.0% | -11.7% | +3.2% |
| YTD | -22.0% | +16.7% | -38.7% | -26.1% |
| 1Y | -9.3% | +17.2% | -26.5% | -14.4% |
| 3Y | -10.4% | +29.2% | -39.6% | -23.5% |
| 5Y | -43.2% | -2.3% | -40.9% | -44.9% |
| All | +920.8% | +106.0% | +814.8% | +666.9% |
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 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