+1,106.2%
MPC vs AWK
+146.2%
+960.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | -9.4% | +1.2% | -10.6% | -9.8% |
| 30D | -14.3% | +15.8% | -30.1% | -17.7% |
| 3M | +31.1% | +11.0% | +20.1% | +27.2% |
| 6M | +60.3% | +21.0% | +39.3% | +51.5% |
| YTD | +142.5% | +16.7% | +125.8% | +130.2% |
| 1Y | +104.6% | +17.2% | +87.4% | +93.8% |
| 3Y | +191.7% | +29.2% | +162.5% | +158.5% |
| 5Y | +549.2% | -2.3% | +551.5% | +529.6% |
| 10Y | +1,106.2% | +150.5% | +955.7% | +765.5% |
| All | +1,106.2% | +146.2% | +960.0% | +765.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling