+642.2%
MPC vs AWK
-15.4%
+657.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +1.7% | +3.7% | +5.4% |
| 30D | +31.0% | +5.6% | +25.4% | +31.0% |
| 3M | +46.0% | +15.9% | +30.2% | +46.1% |
| 6M | +77.3% | +4.6% | +72.7% | +77.4% |
| YTD | +141.9% | +10.1% | +131.9% | +142.0% |
| 1Y | +120.9% | +2.1% | +118.8% | +121.6% |
| 3Y | +182.7% | +9.8% | +172.8% | +180.3% |
| All | +642.2% | -15.4% | +657.6% | +594.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling