+445.3%
MP vs AWK
+26.3%
+419.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | +1.7% | -4.6% | -3.0% |
| 30D | +13.8% | +5.6% | +8.2% | +13.2% |
| 3M | -16.7% | +15.9% | -32.6% | -18.3% |
| 6M | -11.5% | +4.6% | -16.1% | -12.1% |
| YTD | +7.9% | +10.1% | -2.1% | +6.1% |
| 1Y | -15.0% | +2.1% | -17.1% | -15.3% |
| 3Y | +153.5% | +9.8% | +143.7% | +141.1% |
| 5Y | +58.7% | -15.4% | +74.0% | +43.9% |
| All | +445.3% | +26.3% | +419.0% | +415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling