+7,004.6%
MCK vs ARWR
-74.6%
+7,079.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.3% |
| 7D | -3.6% | -3.2% | -0.4% | -3.6% |
| 30D | +1.4% | -6.5% | +7.9% | +1.5% |
| 3M | +13.8% | +12.7% | +1.1% | +13.8% |
| 6M | -5.2% | +36.2% | -41.3% | -5.3% |
| YTD | +9.0% | +24.5% | -15.4% | +8.9% |
| 1Y | +26.9% | +198.0% | -171.1% | +26.4% |
| 3Y | +114.7% | +176.4% | -61.6% | +113.6% |
| 5Y | +347.1% | +26.6% | +320.6% | +345.4% |
| 10Y | +446.4% | +1,054.1% | -607.7% | +439.5% |
| All | +7,004.6% | -74.6% | +7,079.2% | +7,075.3% |
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 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