+3,090.9%
MDT vs ARWR
-97.0%
+3,187.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.2% | +1.7% | +1.5% | +3.2% |
| 30D | +9.5% | -0.7% | +10.2% | +9.5% |
| 3M | +16.0% | +14.9% | +1.1% | +15.9% |
| 6M | +0.2% | +32.6% | -32.4% | +0.1% |
| YTD | -0.3% | +30.0% | -30.3% | -0.4% |
| 1Y | +4.7% | +208.4% | -203.6% | +4.2% |
| 3Y | +26.5% | +208.8% | -182.3% | +25.7% |
| 5Y | -18.2% | +27.8% | -46.0% | -18.6% |
| 10Y | +40.0% | +1,107.6% | -1,067.5% | +38.2% |
| All | +3,090.9% | -97.0% | +3,187.9% | +2,897.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling