+40.6%
MDT vs ARWR
+978.7%
-938.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | -0.3% | -3.2% | +2.9% | 0.0% |
| 30D | +2.8% | -6.5% | +9.2% | +3.3% |
| 3M | +13.1% | +12.7% | +0.4% | +11.6% |
| 6M | +2.3% | +36.2% | -33.9% | -0.9% |
| YTD | -2.7% | +24.5% | -27.2% | -5.2% |
| 1Y | +0.9% | +198.0% | -197.1% | -9.4% |
| 3Y | +26.8% | +176.4% | -149.5% | +10.3% |
| 5Y | -19.5% | +26.6% | -46.0% | -27.3% |
| 10Y | +40.6% | +1,054.1% | -1,013.5% | +8.8% |
| All | +40.6% | +978.7% | -938.1% | +8.8% |
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 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