+3,101.0%
MPC vs AWK
+571.8%
+2,529.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +5.4% | +1.7% | +3.7% | +4.8% |
| 30D | +31.0% | +5.6% | +25.4% | +28.5% |
| 3M | +46.0% | +15.9% | +30.2% | +38.3% |
| 6M | +77.3% | +4.6% | +72.7% | +73.4% |
| YTD | +141.9% | +10.1% | +131.9% | +131.5% |
| 1Y | +120.9% | +2.1% | +118.8% | +116.4% |
| 3Y | +182.7% | +9.8% | +172.8% | +160.6% |
| 5Y | +646.4% | -15.4% | +661.8% | +658.6% |
| 10Y | +1,138.7% | +129.4% | +1,009.3% | +620.6% |
| All | +3,101.0% | +571.8% | +2,529.2% | +586.5% |
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