-1.4%
MDT vs ARWR
-40.7%
+39.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.3% | +16.3% | +2.3% |
| 7D | +3.5% | -17.3% | +20.9% | +5.1% |
| 30D | +16.2% | -21.5% | +37.7% | +18.5% |
| 3M | +18.9% | -43.8% | +62.7% | +24.7% |
| 6M | +37.3% | -32.3% | +69.6% | +40.9% |
| YTD | +9.7% | -25.8% | +35.6% | +11.2% |
| 1Y | +15.2% | +25.5% | -10.3% | +10.3% |
| 3Y | +61.8% | +84.1% | -22.3% | +41.5% |
| 5Y | -1.4% | -39.2% | +37.9% | -7.8% |
| All | -1.4% | -40.7% | +39.3% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling