+237.4%
MP vs AWK
+36.8%
+200.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -6.2% |
| 7D | -19.0% | +7.2% | -26.2% | -19.4% |
| 30D | -30.5% | +19.0% | -49.5% | -31.5% |
| 3M | -29.6% | +14.4% | -43.9% | -30.4% |
| 6M | -50.4% | +22.6% | -73.0% | -51.6% |
| YTD | -33.2% | +19.2% | -52.4% | -34.8% |
| 1Y | -38.6% | +19.6% | -58.1% | -40.2% |
| 3Y | +105.5% | +26.1% | +79.4% | +92.3% |
| 5Y | -7.8% | +0.1% | -7.9% | -15.2% |
| All | +237.4% | +36.8% | +200.6% | +216.7% |
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