-18.3%
MKC vs ARWR
+59.7%
-78.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.9% | +5.6% |
| 7D | +9.6% | +2.4% | +7.2% | +9.7% |
| 30D | +12.0% | -1.1% | +13.2% | +12.0% |
| 3M | -2.0% | -31.2% | +29.2% | -4.1% |
| 6M | +7.2% | -19.3% | +26.5% | +6.5% |
| YTD | -23.7% | -7.1% | -16.6% | -23.8% |
| 1Y | -18.3% | +62.9% | -81.2% | -16.1% |
| All | -18.3% | +59.7% | -78.0% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling