+101.9%
MPC vs AWK
+18.2%
+83.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.4% |
| 7D | -9.4% | +1.2% | -10.6% | -9.1% |
| 30D | -14.3% | +15.8% | -30.1% | -11.8% |
| 3M | +31.1% | +11.0% | +20.1% | +34.2% |
| 6M | +60.3% | +21.0% | +39.3% | +68.1% |
| YTD | +142.5% | +16.7% | +125.8% | +154.8% |
| All | +101.9% | +18.2% | +83.7% | +113.1% |
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