+110.7%
MCK vs ARWR
+173.9%
-63.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -4.0% | +1.1% | -3.0% |
| 30D | +0.4% | -5.0% | +5.5% | +0.3% |
| 3M | +12.1% | +11.3% | +0.8% | +12.4% |
| 6M | -5.4% | +42.6% | -48.0% | -4.9% |
| YTD | +7.8% | +24.8% | -17.0% | +8.3% |
| 1Y | +22.9% | +178.8% | -155.8% | +24.1% |
| 3Y | +110.7% | +183.3% | -72.6% | +110.8% |
| All | +110.7% | +173.9% | -63.2% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling