-24.7%
MDB vs ARWR
+28.5%
-53.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -17.4% | +1.7% | -19.1% | -18.0% |
| 30D | -2.0% | -0.7% | -1.4% | -2.1% |
| 3M | -3.0% | +14.9% | -17.9% | -8.1% |
| 6M | +48.7% | +32.6% | +16.1% | +32.1% |
| YTD | -12.1% | +30.0% | -42.2% | -22.1% |
| 1Y | +14.5% | +208.4% | -193.9% | -26.7% |
| 3Y | -6.1% | +208.8% | -214.9% | -51.0% |
| All | -24.7% | +28.5% | -53.2% | -42.3% |
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