+195.6%
MDT vs AWK
+969.7%
-774.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | +3.2% | +1.7% | +1.5% | +2.5% |
| 30D | +9.5% | +5.6% | +3.9% | +7.2% |
| 3M | +16.0% | +15.9% | +0.1% | +9.4% |
| 6M | +0.2% | +4.6% | -4.4% | -1.9% |
| YTD | -0.3% | +10.1% | -10.3% | -4.6% |
| 1Y | +4.7% | +2.1% | +2.6% | +2.9% |
| 3Y | +26.5% | +9.8% | +16.7% | +18.5% |
| 5Y | -18.2% | -15.4% | -2.8% | -15.8% |
| 10Y | +40.0% | +129.4% | -89.4% | -7.4% |
| All | +195.6% | +969.7% | -774.1% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling