+170.5%
MDY vs ARWR
+1,080.6%
-910.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.5% | -4.3% | +1.8% | -2.0% |
| 30D | -5.0% | -7.3% | +2.2% | -4.3% |
| 3M | +0.5% | +17.0% | -16.5% | -1.7% |
| 6M | +8.0% | +39.8% | -31.8% | +3.3% |
| YTD | +12.2% | +24.7% | -12.5% | +8.4% |
| 1Y | +14.0% | +186.5% | -172.5% | -0.5% |
| 3Y | +48.2% | +176.8% | -128.6% | +23.6% |
| 5Y | +46.1% | +29.3% | +16.7% | +27.5% |
| All | +170.5% | +1,080.6% | -910.1% | +97.6% |
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