+13.4%
MCD vs ARWR
+79.9%
-66.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -15.3% | +17.1% | +2.2% |
| 7D | +5.9% | -17.3% | +23.3% | +6.5% |
| 30D | +19.6% | -21.5% | +41.2% | +20.5% |
| 3M | +3.3% | -43.8% | +47.1% | +5.0% |
| 6M | +3.5% | -32.3% | +35.7% | +4.4% |
| YTD | -6.1% | -25.8% | +19.7% | -5.7% |
| 1Y | -3.7% | +25.5% | -29.2% | -5.0% |
| 3Y | +13.4% | +84.1% | -70.8% | +9.3% |
| All | +13.4% | +79.9% | -66.5% | +9.3% |
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