+2,968.0%
MPC vs AWK
+617.6%
+2,350.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -16.2% | +4.1% | -20.3% | -17.4% |
| 30D | -15.7% | +18.0% | -33.7% | -20.5% |
| 3M | +24.9% | +12.2% | +12.7% | +19.7% |
| 6M | +52.7% | +21.2% | +31.4% | +41.9% |
| YTD | +131.9% | +17.6% | +114.3% | +116.3% |
| 1Y | +96.6% | +19.2% | +77.4% | +82.2% |
| 3Y | +163.8% | +26.7% | +137.0% | +129.7% |
| 5Y | +533.1% | -1.3% | +534.5% | +501.1% |
| 10Y | +1,118.6% | +159.7% | +959.0% | +568.1% |
| All | +2,968.0% | +617.6% | +2,350.4% | +541.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling