+2.7%
MDT vs AWK
-2.4%
+5.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +9.2% | +14.3% | -5.1% | +4.5% |
| 3M | +14.5% | +10.3% | +4.2% | +10.8% |
| 6M | +37.3% | +18.9% | +18.4% | +29.6% |
| YTD | +9.8% | +17.7% | -7.9% | +3.6% |
| 1Y | +10.5% | +16.9% | -6.3% | +4.4% |
| 3Y | +57.4% | +32.2% | +25.3% | +38.8% |
| All | +2.7% | -2.4% | +5.1% | -5.8% |
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 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