+3,079.5%
MTZ vs AWK
+969.7%
+2,109.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | +1.7% | -3.3% | -2.1% |
| 30D | -11.1% | +5.6% | -16.7% | -12.7% |
| 3M | -36.7% | +15.9% | -52.6% | -39.9% |
| 6M | -21.9% | +4.6% | -26.5% | -23.8% |
| YTD | +9.1% | +10.1% | -0.9% | +4.6% |
| 1Y | +30.0% | +2.1% | +27.9% | +27.0% |
| 3Y | +138.5% | +9.8% | +128.6% | +120.0% |
| 5Y | +158.3% | -15.4% | +173.7% | +159.7% |
| 10Y | +700.8% | +129.4% | +571.4% | +398.2% |
| All | +3,079.5% | +969.7% | +2,109.8% | +808.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling