+24.6%
MDT vs AWK
+9.9%
+14.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +2.8% | +4.3% | -1.5% | +1.7% |
| 3M | +13.1% | +12.5% | +0.6% | +9.9% |
| 6M | +2.3% | +3.3% | -1.0% | +1.3% |
| YTD | -2.7% | +9.8% | -12.5% | -5.2% |
| 1Y | +0.9% | +2.9% | -2.0% | -0.2% |
| All | +24.6% | +9.9% | +14.7% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling