+40.9%
MCO vs ARWR
+173.6%
-132.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -7.3% | -4.3% | -3.0% | -7.0% |
| 30D | -1.7% | -7.3% | +5.6% | -1.1% |
| 3M | +3.9% | +17.0% | -13.1% | +2.1% |
| 6M | +3.8% | +39.8% | -36.0% | -0.1% |
| YTD | -7.9% | +24.7% | -32.6% | -10.6% |
| 1Y | -6.8% | +186.5% | -193.3% | -18.1% |
| All | +40.9% | +173.6% | -132.6% | +14.0% |
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