+47.2%
MDY vs ARWR
+29.5%
+17.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | +1.0% | +2.9% | -1.8% | +0.6% |
| 30D | -3.1% | -2.9% | -0.2% | -2.8% |
| 3M | +1.8% | +15.2% | -13.4% | -0.7% |
| 6M | +10.8% | +42.3% | -31.5% | +4.2% |
| YTD | +14.4% | +28.2% | -13.8% | +8.9% |
| 1Y | +15.2% | +213.2% | -198.0% | -5.5% |
| 3Y | +51.2% | +184.6% | -133.5% | +16.7% |
| 5Y | +47.2% | +29.2% | +18.0% | +21.0% |
| All | +47.2% | +29.5% | +17.7% | +21.0% |
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 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