+1,226.3%
MET vs ARWR
-52.2%
+1,278.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | -1.2% | -2.9% | +1.7% | -1.1% |
| 30D | +3.2% | -5.4% | +8.6% | +3.3% |
| 3M | -1.1% | -32.2% | +31.1% | -0.7% |
| 6M | +25.0% | -26.5% | +51.5% | +25.3% |
| YTD | +27.9% | -12.4% | +40.3% | +27.9% |
| 1Y | +32.9% | +46.9% | -14.0% | +32.2% |
| 3Y | +78.8% | +116.0% | -37.2% | +76.4% |
| 5Y | +79.6% | -28.0% | +107.5% | +78.4% |
| 10Y | +228.1% | +923.9% | -695.9% | +216.8% |
| All | +1,226.3% | -52.2% | +1,278.5% | +1,219.4% |
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