+7,406.9%
MCHP vs ARWR
-98.3%
+7,505.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +3.0% |
| 7D | -17.5% | -19.9% | +2.4% | -17.4% |
| 30D | -15.8% | -18.7% | +2.9% | -15.8% |
| 3M | -22.9% | -44.7% | +21.8% | -22.6% |
| 6M | -36.6% | -36.5% | -0.1% | -36.4% |
| YTD | -0.8% | -25.7% | +24.8% | -0.7% |
| 1Y | +16.5% | +18.9% | -2.4% | +16.4% |
| 3Y | -13.6% | +83.1% | -96.7% | -14.1% |
| 5Y | -17.0% | -34.9% | +17.8% | -17.2% |
| 10Y | +137.7% | +1,080.9% | -943.2% | +136.0% |
| All | +7,406.9% | -98.3% | +7,505.3% | +11,321.2% |
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