+157.9%
MTZ vs AWK
-15.4%
+173.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.6% | +1.7% | -3.3% | -1.6% |
| 30D | -11.1% | +5.6% | -16.7% | -11.3% |
| 3M | -36.7% | +15.9% | -52.6% | -37.4% |
| 6M | -21.9% | +4.6% | -26.5% | -22.1% |
| YTD | +9.1% | +10.1% | -0.9% | +8.2% |
| 1Y | +30.0% | +2.1% | +27.9% | +30.0% |
| 3Y | +138.5% | +9.8% | +128.6% | +128.0% |
| All | +157.9% | -15.4% | +173.3% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling