+163.2%
MDY vs ARWR
+1,024.2%
-861.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.3% |
| 7D | +2.3% | -17.8% | +20.1% | +4.3% |
| 30D | +2.0% | -18.1% | +20.1% | +4.1% |
| 3M | -5.6% | -44.2% | +38.5% | +0.3% |
| 6M | +1.3% | -38.6% | +39.9% | +6.0% |
| YTD | +12.3% | -28.0% | +40.4% | +14.9% |
| 1Y | +15.8% | +16.1% | -0.4% | +11.3% |
| 3Y | +56.5% | +84.0% | -27.5% | +35.6% |
| 5Y | +35.1% | -35.4% | +70.5% | +26.4% |
| All | +163.2% | +1,024.2% | -861.0% | +99.6% |
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