+30.3%
MKC vs ARWR
+978.7%
-948.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -4.3% | -3.2% | -1.1% | -4.2% |
| 30D | -3.1% | -6.5% | +3.3% | -2.9% |
| 3M | +6.8% | +12.7% | -5.9% | +6.2% |
| 6M | -18.3% | +36.2% | -54.5% | -19.5% |
| YTD | -23.1% | +24.5% | -47.5% | -24.0% |
| 1Y | -23.7% | +198.0% | -221.7% | -27.4% |
| 3Y | -31.0% | +176.4% | -207.4% | -35.5% |
| 5Y | -33.5% | +26.6% | -60.1% | -37.0% |
| 10Y | +30.3% | +1,054.1% | -1,023.8% | +13.9% |
| All | +30.3% | +978.7% | -948.5% | +13.9% |
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