-34.2%
MKC vs ARWR
+29.5%
-63.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | -4.3% | +2.9% | -7.2% | -4.4% |
| 30D | -2.0% | -2.9% | +0.9% | -1.9% |
| 3M | +10.0% | +15.2% | -5.2% | +9.3% |
| 6M | -18.5% | +42.3% | -60.8% | -19.8% |
| YTD | -22.4% | +28.2% | -50.6% | -23.4% |
| 1Y | -23.6% | +213.2% | -236.9% | -28.0% |
| 3Y | -30.4% | +184.6% | -215.1% | -36.2% |
| 5Y | -34.2% | +29.2% | -63.4% | -41.8% |
| All | -34.2% | +29.5% | -63.7% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling