-31.8%
MP vs AWK
+17.7%
-49.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +3.7% |
| 7D | -10.5% | +4.1% | -14.6% | -6.9% |
| 30D | -23.5% | +18.0% | -41.5% | -10.6% |
| 3M | -25.4% | +12.2% | -37.7% | -16.8% |
| 6M | -51.3% | +21.2% | -72.5% | -40.1% |
| YTD | -29.9% | +17.6% | -47.5% | -15.0% |
| 1Y | -31.8% | +19.2% | -51.1% | -13.6% |
| All | -31.8% | +17.7% | -49.5% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling