+60.0%
MDT vs ARWR
+1,055.7%
-995.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +2.7% | -17.7% | +20.4% | +4.3% |
| 30D | +14.8% | -21.9% | +36.7% | +17.0% |
| 3M | +14.6% | -44.5% | +59.1% | +19.9% |
| 6M | +35.7% | -32.6% | +68.3% | +39.1% |
| YTD | +8.5% | -26.2% | +34.7% | +10.0% |
| 1Y | +13.3% | +23.0% | -9.7% | +9.4% |
| 3Y | +58.6% | +81.8% | -23.2% | +42.3% |
| 5Y | -2.6% | -36.0% | +33.4% | -7.3% |
| 10Y | +60.0% | +1,039.5% | -979.6% | +23.6% |
| All | +60.0% | +1,055.7% | -995.7% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling