+144.0%
MP vs AWK
+29.4%
+114.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +3.0% |
| 7D | -3.6% | +2.7% | -6.3% | -3.2% |
| 30D | -21.0% | +16.7% | -37.6% | -19.3% |
| 3M | -33.3% | +11.7% | -45.0% | -32.2% |
| 6M | -45.9% | +21.9% | -67.8% | -44.6% |
| YTD | -27.8% | +17.6% | -45.4% | -26.3% |
| 1Y | -43.2% | +19.8% | -63.0% | -42.3% |
| 3Y | +144.0% | +31.0% | +113.1% | +108.6% |
| All | +144.0% | +29.4% | +114.6% | +108.6% |
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 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