+153.5%
MLM vs ARWR
+921.6%
-768.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -15.3% | +17.8% | +4.1% |
| 7D | -3.8% | -17.3% | +13.5% | -2.1% |
| 30D | +11.0% | -21.5% | +32.5% | +13.6% |
| 3M | -3.1% | -43.8% | +40.8% | +2.6% |
| 6M | -9.8% | -32.3% | +22.5% | -6.8% |
| YTD | -14.4% | -25.8% | +11.5% | -12.7% |
| 1Y | -12.6% | +25.5% | -38.1% | -16.2% |
| 3Y | +19.7% | +84.1% | -64.4% | +4.9% |
| 5Y | +29.8% | -39.2% | +69.0% | +22.9% |
| 10Y | +153.5% | +1,072.4% | -918.9% | +95.1% |
| All | +153.5% | +921.6% | -768.1% | +95.1% |
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 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