+753.2%
MTZ vs AWK
+128.1%
+625.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | -10.3% | +4.3% | -14.6% | -10.9% |
| 3M | -31.8% | +12.5% | -44.4% | -33.4% |
| 6M | -19.2% | +3.3% | -22.5% | -19.9% |
| YTD | +10.7% | +9.8% | +1.0% | +8.3% |
| 1Y | +37.5% | +2.9% | +34.6% | +35.9% |
| 3Y | +162.4% | +9.6% | +152.7% | +149.3% |
| 5Y | +166.3% | -16.7% | +183.0% | +168.6% |
| 10Y | +753.2% | +136.1% | +617.1% | +690.7% |
| All | +753.2% | +128.1% | +625.1% | +690.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling