-20.7%
MDLN vs AWK
+6.3%
-27.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.7% |
| 7D | -11.1% | -2.1% | -9.0% | -10.8% |
| 30D | -8.4% | +2.1% | -10.4% | -8.7% |
| 3M | -12.4% | +11.4% | -23.8% | -13.0% |
| 6M | -23.3% | +3.9% | -27.2% | -24.1% |
| YTD | -22.5% | +7.7% | -30.2% | -21.1% |
| All | -20.7% | +6.3% | -27.0% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling