+117.2%
MPC vs AWK
+20.7%
+96.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.2% | -10.3% | -7.6% |
| 7D | -10.9% | +7.0% | -17.9% | -9.6% |
| 30D | -9.4% | +17.0% | -26.5% | -6.5% |
| 3M | +26.0% | +12.4% | +13.6% | +29.3% |
| 6M | +56.5% | +19.6% | +36.9% | +63.6% |
| YTD | +144.3% | +17.0% | +127.2% | +156.8% |
| 1Y | +117.2% | +20.0% | +97.2% | +129.9% |
| All | +117.2% | +20.7% | +96.6% | +129.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling