+8,861.7%
MCHP vs ARWR
-97.0%
+8,958.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.7% | +1.7% | 0.0% | +1.7% |
| 30D | -4.1% | -0.7% | -3.4% | -4.1% |
| 3M | -22.5% | +14.9% | -37.4% | -22.6% |
| 6M | +7.3% | +32.6% | -25.3% | +7.1% |
| YTD | +18.4% | +30.0% | -11.7% | +18.2% |
| 1Y | +18.1% | +208.4% | -190.2% | +17.4% |
| 3Y | -2.8% | +208.8% | -211.6% | -3.6% |
| 5Y | +5.5% | +27.8% | -22.3% | +4.9% |
| 10Y | +185.8% | +1,107.6% | -921.7% | +183.0% |
| All | +8,861.7% | -97.0% | +8,958.7% | +13,492.2% |
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 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