+23.6%
MKC vs ARWR
+1,009.4%
-985.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -1.0% |
| 7D | -7.3% | -17.9% | +10.7% | -6.7% |
| 30D | +4.0% | -18.9% | +22.9% | +4.6% |
| 3M | -11.5% | -46.0% | +34.5% | -9.7% |
| 6M | +1.1% | -40.3% | +41.4% | +2.5% |
| YTD | -29.9% | -29.0% | -0.9% | -29.5% |
| 1Y | -27.0% | +13.8% | -40.8% | -28.1% |
| 3Y | -22.3% | +74.9% | -97.2% | -26.4% |
| 5Y | -36.0% | -36.2% | +0.2% | -38.0% |
| All | +23.6% | +1,009.4% | -985.8% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling