-6.1%
MP vs AWK
-1.3%
-4.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | -3.6% | +2.7% | -6.3% | -4.1% |
| 30D | -21.0% | +16.7% | -37.6% | -23.1% |
| 3M | -33.3% | +11.7% | -45.0% | -34.7% |
| 6M | -45.9% | +21.9% | -67.8% | -48.3% |
| YTD | -27.8% | +17.6% | -45.4% | -31.0% |
| 1Y | -43.2% | +19.8% | -63.0% | -46.4% |
| 3Y | +144.0% | +31.0% | +113.1% | +109.9% |
| 5Y | -6.1% | -3.0% | -3.1% | -17.8% |
| All | -6.1% | -1.3% | -4.8% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling