+205.9%
MCD vs ARWR
+1,021.8%
-815.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.6% |
| 7D | -1.9% | -19.9% | +18.0% | -0.9% |
| 30D | +16.6% | -18.7% | +35.3% | +17.8% |
| 3M | +0.9% | -44.7% | +45.6% | +3.9% |
| 6M | +1.5% | -36.5% | +38.0% | +3.4% |
| YTD | -8.3% | -25.7% | +17.3% | -7.6% |
| 1Y | -8.1% | +18.9% | -27.1% | -9.9% |
| 3Y | +10.3% | +83.1% | -72.8% | +3.0% |
| 5Y | +23.4% | -34.9% | +58.3% | +19.8% |
| 10Y | +205.9% | +1,080.9% | -874.9% | +164.9% |
| All | +205.9% | +1,021.8% | -815.9% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling