-19.4%
MKC vs ARWR
+79.9%
-99.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.3% | +14.3% | -0.8% |
| 7D | -1.9% | -17.3% | +15.4% | -1.7% |
| 30D | +8.0% | -21.5% | +29.5% | +8.4% |
| 3M | -8.6% | -43.8% | +35.2% | -7.9% |
| 6M | +1.1% | -32.3% | +33.3% | +1.5% |
| YTD | -27.7% | -25.8% | -1.8% | -27.7% |
| 1Y | -23.7% | +25.5% | -49.2% | -25.4% |
| 3Y | -19.4% | +84.1% | -103.5% | -25.8% |
| All | -19.4% | +79.9% | -99.3% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling