+5,778.3%
MU vs AWK
+126.2%
+5,652.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +7.2% | +2.2% | +5.0% | +6.9% |
| 30D | +14.0% | +4.4% | +9.5% | +13.4% |
| 3M | +5.4% | +15.4% | -10.0% | +3.1% |
| 6M | +170.3% | +3.5% | +166.8% | +168.2% |
| YTD | +250.7% | +9.8% | +240.9% | +243.6% |
| 1Y | +662.1% | +3.0% | +659.1% | +653.9% |
| 3Y | +1,341.2% | +9.7% | +1,331.6% | +1,260.2% |
| 5Y | +1,319.3% | -17.2% | +1,336.5% | +1,361.4% |
| 10Y | +5,778.3% | +126.1% | +5,652.2% | +4,535.3% |
| All | +5,778.3% | +126.2% | +5,652.1% | +4,535.3% |
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