+136.1%
MCHP vs ARWR
+1,009.4%
-873.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.8% |
| 7D | -4.3% | -17.9% | +13.7% | -1.1% |
| 30D | -16.3% | -18.9% | +2.6% | -13.2% |
| 3M | -21.4% | -46.0% | +24.6% | -12.2% |
| 6M | -35.8% | -40.3% | +4.6% | -29.9% |
| YTD | -0.9% | -29.0% | +28.1% | +4.1% |
| 1Y | +14.5% | +13.8% | +0.7% | +9.4% |
| 3Y | -13.7% | +74.9% | -88.6% | -29.2% |
| 5Y | -16.9% | -36.2% | +19.3% | -23.1% |
| All | +136.1% | +1,009.4% | -873.3% | +53.2% |
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 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