+255.6%
MXL vs AWK
+848.6%
-593.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.2% | +6.2% | +6.1% |
| 7D | +15.5% | +2.2% | +13.3% | +14.8% |
| 30D | -11.3% | +4.4% | -15.7% | -12.6% |
| 3M | -16.1% | +15.4% | -31.5% | -20.7% |
| 6M | +323.0% | +3.5% | +319.5% | +311.0% |
| YTD | +281.5% | +9.8% | +271.7% | +261.9% |
| 1Y | +319.3% | +3.0% | +316.3% | +304.8% |
| 3Y | +189.4% | +9.7% | +179.7% | +159.3% |
| 5Y | +26.0% | -17.2% | +43.2% | +27.9% |
| 10Y | +243.5% | +126.1% | +117.4% | +101.6% |
| All | +255.6% | +848.6% | -593.0% | -28.9% |
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 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