+2,396.1%
MUU vs AWK
+8.4%
+2,387.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -3.6% |
| 7D | -8.2% | -2.1% | -6.1% | -11.5% |
| 30D | +10.2% | +2.1% | +8.1% | +15.1% |
| 3M | -26.5% | +11.4% | -37.9% | -8.2% |
| 6M | +227.2% | +3.9% | +223.3% | +287.7% |
| YTD | +527.4% | +7.7% | +519.7% | +688.5% |
| 1Y | +1,843.7% | +1.3% | +1,842.4% | +2,183.4% |
| All | +2,396.1% | +8.4% | +2,387.7% | +3,432.5% |
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