+57.6%
MDY vs ARWR
+82.2%
-24.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -15.3% | +18.5% | +4.8% |
| 7D | +0.7% | -17.3% | +18.0% | +2.6% |
| 30D | +1.3% | -21.5% | +22.8% | +3.8% |
| 3M | -4.1% | -43.8% | +39.7% | +1.8% |
| 6M | +1.0% | -32.3% | +33.3% | +4.4% |
| YTD | +13.3% | -25.8% | +39.1% | +15.3% |
| 1Y | +15.7% | +25.5% | -9.8% | +9.8% |
| All | +57.6% | +82.2% | -24.5% | +33.0% |
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