+4,524.1%
MU vs AWK
+153.6%
+4,370.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +21.6% | -2.6% | +24.2% | +21.8% |
| 30D | -16.2% | +14.2% | -30.4% | -17.3% |
| 3M | -12.4% | +10.0% | -22.4% | -13.3% |
| 6M | +4.2% | +17.1% | -12.9% | +2.0% |
| YTD | +180.0% | +16.1% | +163.8% | +173.0% |
| 1Y | +226.4% | +17.5% | +208.9% | +217.2% |
| 3Y | +969.7% | +29.3% | +940.4% | +867.6% |
| 5Y | +957.9% | -3.5% | +961.4% | +949.3% |
| All | +4,524.1% | +153.6% | +4,370.5% | +3,808.9% |
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 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