+70.1%
MDT vs ARWR
+1,024.2%
-954.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.7% |
| 7D | +1.0% | -17.8% | +18.9% | +2.6% |
| 30D | +9.2% | -18.1% | +27.3% | +10.8% |
| 3M | +14.5% | -44.2% | +58.7% | +19.7% |
| 6M | +37.3% | -38.6% | +76.0% | +41.9% |
| YTD | +9.8% | -28.0% | +37.9% | +11.6% |
| 1Y | +10.5% | +16.1% | -5.6% | +7.2% |
| 3Y | +57.4% | +84.0% | -26.5% | +41.0% |
| 5Y | +1.2% | -35.4% | +36.5% | -3.8% |
| All | +70.1% | +1,024.2% | -954.1% | +31.4% |
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