+2,620.0%
MUU vs AWK
+10.8%
+2,609.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.1% | +11.7% | +11.4% |
| 7D | +17.4% | +1.7% | +15.6% | +20.6% |
| 30D | +24.0% | +5.6% | +18.4% | +37.2% |
| 3M | -23.9% | +15.9% | -39.8% | +3.1% |
| 6M | +284.4% | +4.6% | +279.9% | +365.5% |
| YTD | +583.7% | +10.1% | +573.7% | +791.4% |
| 1Y | +2,981.5% | +2.1% | +2,979.4% | +3,575.9% |
| All | +2,620.0% | +10.8% | +2,609.3% | +3,893.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling