+1,272.2%
MET vs ARWR
-59.5%
+1,331.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.3% | +18.8% | +3.6% |
| 7D | +1.3% | -17.3% | +18.7% | +1.5% |
| 30D | +4.0% | -21.5% | +25.5% | +4.2% |
| 3M | +4.6% | -43.8% | +48.4% | +5.2% |
| 6M | +32.8% | -32.3% | +65.1% | +33.2% |
| YTD | +32.3% | -25.8% | +58.1% | +32.5% |
| 1Y | +37.1% | +25.5% | +11.6% | +36.6% |
| 3Y | +86.8% | +84.1% | +2.7% | +84.6% |
| 5Y | +87.4% | -39.2% | +126.6% | +86.4% |
| 10Y | +209.9% | +1,072.4% | -862.5% | +199.3% |
| All | +1,272.2% | -59.5% | +1,331.7% | +1,267.1% |
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