-51.3%
MP vs AWK
+21.9%
-73.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +3.8% |
| 7D | -10.5% | +4.1% | -14.6% | -7.5% |
| 30D | -23.5% | +18.0% | -41.5% | -12.8% |
| 3M | -25.4% | +12.2% | -37.7% | -18.3% |
| 6M | -51.3% | +21.2% | -72.5% | -40.8% |
| All | -51.3% | +21.9% | -73.2% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling