+163.8%
MPC vs AWK
+24.3%
+139.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.4% |
| 7D | -16.2% | +4.1% | -20.3% | -15.8% |
| 30D | -15.7% | +18.0% | -33.7% | -14.2% |
| 3M | +24.9% | +12.2% | +12.7% | +26.6% |
| 6M | +52.7% | +21.2% | +31.4% | +56.2% |
| YTD | +131.9% | +17.6% | +114.3% | +136.9% |
| 1Y | +96.6% | +19.2% | +77.4% | +101.2% |
| 3Y | +163.8% | +26.7% | +137.0% | +166.0% |
| All | +163.8% | +24.3% | +139.5% | +166.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling