+127.0%
MP vs AWK
+24.3%
+102.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +4.7% |
| 7D | -10.5% | +4.1% | -14.6% | -10.0% |
| 30D | -23.5% | +18.0% | -41.5% | -21.8% |
| 3M | -25.4% | +12.2% | -37.7% | -24.2% |
| 6M | -51.3% | +21.2% | -72.5% | -50.1% |
| YTD | -29.9% | +17.6% | -47.5% | -28.5% |
| 1Y | -31.8% | +19.2% | -51.1% | -30.8% |
| 3Y | +127.0% | +26.7% | +100.3% | +101.9% |
| All | +127.0% | +24.3% | +102.7% | +101.9% |
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