+875.5%
MDB vs ARWR
+1,414.6%
-539.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.4% |
| 7D | -11.4% | -2.9% | -8.5% | -10.6% |
| 30D | -13.8% | -5.4% | -8.4% | -12.4% |
| 3M | -15.5% | -32.2% | +16.8% | -6.4% |
| 6M | +17.9% | -26.5% | +44.4% | +25.2% |
| YTD | -25.5% | -12.4% | -13.1% | -25.9% |
| 1Y | -12.1% | +46.9% | -59.0% | -26.5% |
| 3Y | -5.9% | +116.0% | -121.8% | -39.7% |
| 5Y | -43.7% | -28.0% | -15.7% | -51.7% |
| All | +875.5% | +1,414.6% | -539.1% | +288.8% |
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