+30.0%
MTZ vs AWK
+1.8%
+28.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.0% |
| 7D | -1.6% | +1.7% | -3.3% | -0.7% |
| 30D | -11.1% | +5.6% | -16.7% | -8.5% |
| 3M | -36.7% | +15.9% | -52.6% | -32.0% |
| 6M | -21.9% | +4.6% | -26.5% | -19.0% |
| YTD | +9.1% | +10.1% | -0.9% | +15.1% |
| 1Y | +30.0% | +2.1% | +27.9% | +31.0% |
| All | +30.0% | +1.8% | +28.2% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling