+1,272.2%
MUU vs AWK
+18.5%
+1,253.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -2.7% |
| 7D | +24.7% | +0.1% | +24.5% | +25.5% |
| 30D | -35.1% | +14.3% | -49.4% | -13.5% |
| 3M | -44.3% | +10.3% | -54.6% | -28.5% |
| 6M | -44.4% | +18.9% | -63.4% | -14.5% |
| YTD | +244.9% | +17.7% | +227.2% | +441.9% |
| 1Y | +365.6% | +16.9% | +348.8% | +625.0% |
| All | +1,272.2% | +18.5% | +1,253.7% | +2,327.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling