+134.5%
MCHP vs ARWR
+1,024.2%
-889.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.9% |
| 7D | +5.7% | -17.8% | +23.6% | +9.2% |
| 30D | -13.4% | -18.1% | +4.7% | -10.4% |
| 3M | -20.1% | -44.2% | +24.0% | -11.3% |
| 6M | -35.5% | -38.6% | +3.1% | -30.0% |
| YTD | -1.6% | -28.0% | +26.5% | +3.2% |
| 1Y | +15.5% | +16.1% | -0.7% | +9.9% |
| 3Y | -13.2% | +84.0% | -97.2% | -29.4% |
| 5Y | -17.5% | -35.4% | +17.9% | -23.8% |
| All | +134.5% | +1,024.2% | -889.7% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling