-10.8%
MDLN vs AWK
+8.6%
-19.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.7% | +1.7% | +2.0% | +3.4% |
| 30D | -0.2% | +5.6% | -5.8% | -1.0% |
| 3M | +6.2% | +15.9% | -9.6% | +5.2% |
| 6M | -14.7% | +4.6% | -19.2% | -16.0% |
| YTD | -12.9% | +10.1% | -22.9% | -11.6% |
| All | -10.8% | +8.6% | -19.4% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling