+2,233.8%
MTZ vs AWK
+1,042.6%
+1,191.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.4% | +10.9% | +9.9% |
| 7D | -6.4% | +4.1% | -10.5% | -7.7% |
| 30D | -22.1% | +18.0% | -40.0% | -26.1% |
| 3M | -32.7% | +12.2% | -44.9% | -35.4% |
| 6M | -59.8% | +21.2% | -81.1% | -62.5% |
| YTD | -19.9% | +17.6% | -37.5% | -25.0% |
| 1Y | -11.5% | +19.2% | -30.7% | -17.7% |
| 3Y | +258.1% | +26.7% | +231.4% | +212.8% |
| 5Y | +85.5% | -1.3% | +86.9% | +76.2% |
| 10Y | +492.2% | +159.7% | +332.5% | +249.7% |
| All | +2,233.8% | +1,042.6% | +1,191.2% | +551.2% |
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