+272.3%
MTZ vs AWK
+31.5%
+240.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -0.8% |
| 7D | +5.0% | +0.1% | +4.8% | +5.1% |
| 30D | -6.0% | +14.3% | -20.3% | -1.8% |
| 3M | -36.1% | +10.3% | -46.4% | -33.8% |
| 6M | -56.9% | +18.9% | -75.8% | -54.3% |
| YTD | -15.9% | +17.7% | -33.6% | -10.9% |
| 1Y | -3.8% | +16.9% | -20.7% | +1.8% |
| 3Y | +272.3% | +32.2% | +240.1% | +273.8% |
| All | +272.3% | +31.5% | +240.8% | +273.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling