+2,608.6%
MDY vs ARWR
-60.9%
+2,669.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.1% |
| 7D | +2.3% | -17.8% | +20.1% | +2.4% |
| 30D | +2.0% | -18.1% | +20.1% | +2.1% |
| 3M | -5.6% | -44.2% | +38.5% | -5.3% |
| 6M | +1.3% | -38.6% | +39.9% | +1.6% |
| YTD | +12.3% | -28.0% | +40.4% | +12.5% |
| 1Y | +15.8% | +16.1% | -0.4% | +15.6% |
| 3Y | +56.5% | +84.0% | -27.5% | +55.3% |
| 5Y | +35.1% | -35.4% | +70.5% | +34.7% |
| 10Y | +167.4% | +1,043.1% | -875.6% | +162.6% |
| All | +2,608.6% | -60.9% | +2,669.5% | +2,579.3% |
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