+3,732.7%
MCD vs ARWR
-98.0%
+3,830.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -0.8% |
| 7D | +8.0% | -5.0% | +13.0% | +8.0% |
| 30D | +19.6% | -6.6% | +26.2% | +19.6% |
| 3M | +2.2% | -33.9% | +36.1% | +2.3% |
| 6M | -1.1% | -23.3% | +22.2% | -1.1% |
| YTD | -7.2% | -13.5% | +6.2% | -7.2% |
| 1Y | -6.7% | +42.5% | -49.2% | -6.9% |
| 3Y | +11.6% | +104.1% | -92.5% | +11.1% |
| 5Y | +22.6% | -28.8% | +51.5% | +22.4% |
| 10Y | +218.4% | +911.6% | -693.2% | +214.9% |
| All | +3,732.7% | -98.0% | +3,830.7% | +3,476.6% |
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