+1,348.1%
MUU vs AWK
+16.9%
+1,331.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -4.8% |
| 7D | +43.7% | -2.6% | +46.3% | +37.6% |
| 30D | -37.2% | +14.2% | -51.4% | -16.6% |
| 3M | -36.1% | +10.0% | -46.1% | -18.7% |
| 6M | -35.7% | +17.1% | -52.8% | -3.9% |
| YTD | +264.0% | +16.1% | +247.9% | +457.0% |
| 1Y | +359.1% | +17.5% | +341.6% | +616.4% |
| All | +1,348.1% | +16.9% | +1,331.2% | +2,395.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling