+601.4%
MPC vs AWK
-3.7%
+605.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.5% |
| 7D | +9.4% | -2.6% | +12.0% | +9.4% |
| 30D | -13.4% | +14.2% | -27.6% | -13.5% |
| 3M | +18.9% | +10.0% | +8.8% | +18.9% |
| 6M | +64.9% | +17.1% | +47.8% | +64.9% |
| YTD | +156.8% | +16.1% | +140.7% | +156.8% |
| 1Y | +113.2% | +17.5% | +95.6% | +113.0% |
| 3Y | +201.8% | +29.3% | +172.5% | +194.4% |
| 5Y | +601.4% | -3.5% | +604.8% | +558.0% |
| All | +601.4% | -3.7% | +605.0% | +558.0% |
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 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