+10.5%
MCD vs ARWR
+105.6%
-95.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.6% |
| 7D | +7.1% | -2.9% | +10.0% | +7.2% |
| 30D | +19.8% | -5.4% | +25.2% | +20.0% |
| 3M | +0.8% | -32.2% | +33.0% | +1.9% |
| 6M | -1.3% | -26.5% | +25.2% | -0.6% |
| YTD | -7.8% | -12.4% | +4.6% | -7.8% |
| 1Y | -5.0% | +46.9% | -51.8% | -6.6% |
| 3Y | +10.5% | +116.0% | -105.4% | +6.0% |
| All | +10.5% | +105.6% | -95.0% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling