+38.0%
MDT vs AWK
+135.6%
-97.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.6% | -0.7% | -0.8% | -1.3% |
| 30D | +1.0% | +2.8% | -1.7% | 0.0% |
| 3M | +15.2% | +11.3% | +3.9% | +10.7% |
| 6M | +3.7% | +6.7% | -3.0% | +0.9% |
| YTD | -3.0% | +9.4% | -12.4% | -6.7% |
| 1Y | +2.5% | +3.7% | -1.3% | +0.2% |
| 3Y | +26.5% | +9.2% | +17.2% | +19.1% |
| 5Y | -18.3% | -15.7% | -2.6% | -15.7% |
| All | +38.0% | +135.6% | -97.6% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling