+772.7%
MTZ vs AWK
+128.1%
+644.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +3.6% | +2.2% | +1.4% | +3.2% |
| 30D | -9.6% | +4.4% | -14.1% | -10.3% |
| 3M | -31.9% | +15.4% | -47.3% | -33.8% |
| 6M | -13.8% | +3.5% | -17.3% | -14.6% |
| YTD | +13.3% | +9.8% | +3.5% | +10.8% |
| 1Y | +39.3% | +3.0% | +36.3% | +37.6% |
| 3Y | +168.3% | +9.7% | +158.7% | +155.0% |
| 5Y | +166.4% | -17.2% | +183.6% | +169.1% |
| All | +772.7% | +128.1% | +644.5% | +708.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling