+2,677.7%
MDY vs ARWR
-29.3%
+2,707.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.1% | +1.7% | -1.5% | +0.1% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +0.8% | +14.9% | -14.1% | +0.7% |
| 6M | +7.4% | +32.6% | -25.2% | +7.2% |
| YTD | +15.2% | +30.0% | -14.9% | +14.9% |
| 1Y | +16.5% | +208.4% | -191.8% | +15.6% |
| 3Y | +46.8% | +208.8% | -162.0% | +45.2% |
| 5Y | +46.0% | +27.8% | +18.2% | +44.9% |
| 10Y | +172.1% | +1,107.6% | -935.5% | +166.5% |
| All | +2,677.7% | -29.3% | +2,707.0% | +2,637.6% |
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 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