+153.3%
MP vs AWK
+10.2%
+143.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | +1.7% | -4.6% | -2.8% |
| 30D | +13.8% | +5.6% | +8.2% | +14.0% |
| 3M | -16.7% | +15.9% | -32.6% | -16.9% |
| 6M | -11.5% | +4.6% | -16.1% | -11.0% |
| YTD | +7.9% | +10.1% | -2.1% | +7.7% |
| 1Y | -15.0% | +2.1% | -17.1% | -13.6% |
| All | +153.3% | +10.2% | +143.1% | +127.7% |
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