+2,683.6%
MUU vs AWK
+10.5%
+2,673.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.4% |
| 7D | +15.0% | +0.6% | +14.4% | +16.2% |
| 30D | +36.8% | +4.3% | +32.5% | +48.3% |
| 3M | -8.5% | +12.5% | -21.0% | +17.1% |
| 6M | +320.7% | +3.3% | +317.4% | +398.9% |
| YTD | +599.7% | +9.8% | +589.9% | +808.2% |
| 1Y | +2,569.2% | +2.9% | +2,566.3% | +3,122.1% |
| All | +2,683.6% | +10.5% | +2,673.1% | +3,968.9% |
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 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