+959.5%
MDB vs ARWR
+1,127.9%
-168.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.7% |
| 7D | +11.6% | -17.9% | +29.5% | +17.0% |
| 30D | -8.9% | -18.9% | +10.0% | -4.0% |
| 3M | -22.4% | -46.0% | +23.6% | -9.2% |
| 6M | +10.1% | -40.3% | +50.4% | +23.2% |
| YTD | -19.0% | -29.0% | +9.9% | -15.4% |
| 1Y | -7.0% | +13.8% | -20.8% | -17.1% |
| 3Y | -9.8% | +74.9% | -84.7% | -39.3% |
| 5Y | -40.1% | -36.2% | -3.8% | -47.1% |
| All | +959.5% | +1,127.9% | -168.4% | +344.3% |
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