+30.0%
MDT vs ARWR
+197.7%
-167.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.2% | +1.7% | +1.5% | +3.1% |
| 30D | +9.5% | -0.7% | +10.2% | +9.5% |
| 3M | +16.0% | +14.9% | +1.1% | +14.7% |
| 6M | +0.2% | +32.6% | -32.4% | -2.1% |
| YTD | -0.3% | +30.0% | -30.3% | -2.6% |
| 1Y | +4.7% | +208.4% | -203.6% | -3.7% |
| All | +30.0% | +197.7% | -167.7% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling