+339.0%
MCK vs ARWR
+29.9%
+309.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -4.0% | +1.1% | -2.9% |
| 30D | +0.4% | -5.0% | +5.5% | +0.4% |
| 3M | +12.1% | +11.3% | +0.8% | +12.0% |
| 6M | -5.4% | +42.6% | -48.0% | -5.8% |
| YTD | +7.8% | +24.8% | -17.0% | +7.5% |
| 1Y | +22.9% | +178.8% | -155.8% | +20.9% |
| 3Y | +110.7% | +183.3% | -72.6% | +104.8% |
| All | +339.0% | +29.9% | +309.1% | +341.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling