-1.5%
MCD vs ARWR
+211.2%
-212.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +1.7% | -4.5% | -2.9% |
| 30D | -6.0% | -0.7% | -5.4% | -6.0% |
| 3M | -5.6% | +14.9% | -20.5% | -6.1% |
| 6M | -21.9% | +32.6% | -54.5% | -22.7% |
| YTD | -14.7% | +30.0% | -44.7% | -15.7% |
| 1Y | -17.3% | +208.4% | -225.6% | -20.6% |
| All | -1.5% | +211.2% | -212.8% | -6.2% |
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