-18.3%
MDT vs AWK
-17.3%
-1.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.6% | -0.7% | -0.8% | -1.4% |
| 30D | +1.0% | +2.8% | -1.7% | +0.1% |
| 3M | +15.2% | +11.3% | +3.9% | +11.3% |
| 6M | +3.7% | +6.7% | -3.0% | +1.3% |
| YTD | -3.0% | +9.4% | -12.4% | -6.2% |
| 1Y | +2.5% | +3.7% | -1.3% | +0.6% |
| 3Y | +26.5% | +9.2% | +17.2% | +19.9% |
| 5Y | -18.3% | -15.7% | -2.6% | -19.4% |
| All | -18.3% | -17.3% | -1.0% | -19.4% |
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