-1.6%
MDLN vs AWK
+15.5%
-17.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +2.2% | +16.2% | +17.9% |
| 7D | +24.7% | +7.0% | +17.6% | +23.4% |
| 30D | +12.7% | +17.0% | -4.3% | +10.2% |
| 3M | -4.0% | +12.4% | -16.4% | -5.6% |
| 6M | -8.7% | +19.6% | -28.3% | -10.4% |
| YTD | -3.9% | +17.0% | -21.0% | -3.3% |
| All | -1.6% | +15.5% | -17.1% | +0.5% |
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