+1,049.8%
MDB vs ARWR
+2,148.4%
-1,098.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 6M | +48.7% | +32.6% | +16.1% | +33.1% |
| YTD | -12.1% | +30.0% | -42.2% | -21.5% |
| 1Y | +14.5% | +208.4% | -193.9% | -23.2% |
| 3Y | -6.1% | +208.8% | -214.9% | -45.7% |
| 5Y | -27.3% | +27.8% | -55.1% | -46.8% |
| All | +1,049.8% | +2,148.4% | -1,098.6% | +312.2% |
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