+25.2%
MCD vs ARWR
-39.6%
+64.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +7.3% | -17.7% | +25.0% | +8.1% |
| 30D | +20.0% | -21.9% | +41.9% | +21.1% |
| 3M | +3.8% | -44.5% | +48.3% | +6.2% |
| 6M | +3.8% | -32.6% | +36.3% | +5.1% |
| YTD | -5.9% | -26.2% | +20.3% | -5.3% |
| 1Y | -3.2% | +23.0% | -26.2% | -5.0% |
| 3Y | +13.3% | +81.8% | -68.5% | +6.8% |
| 5Y | +25.2% | -36.0% | +61.3% | +21.3% |
| All | +25.2% | -39.6% | +64.9% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling