+3,424.6%
MCD vs ARWR
-97.0%
+3,521.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +1.7% | -4.5% | -2.8% |
| 30D | -6.0% | -0.7% | -5.4% | -6.0% |
| 3M | -5.6% | +14.9% | -20.5% | -5.6% |
| 6M | -21.9% | +32.6% | -54.5% | -21.9% |
| YTD | -14.7% | +30.0% | -44.7% | -14.8% |
| 1Y | -17.3% | +208.4% | -225.6% | -17.6% |
| 3Y | -2.2% | +208.8% | -211.0% | -2.7% |
| 5Y | +20.3% | +27.8% | -7.5% | +19.8% |
| 10Y | +180.7% | +1,107.6% | -926.9% | +177.4% |
| All | +3,424.6% | -97.0% | +3,521.7% | +3,185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling