+138.8%
MLM vs ARWR
+1,024.2%
-885.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.9% |
| 7D | -0.9% | -17.8% | +17.0% | +1.0% |
| 30D | +9.0% | -18.1% | +27.2% | +11.1% |
| 3M | -5.6% | -44.2% | +38.6% | 0.0% |
| 6M | -10.7% | -38.6% | +28.0% | -6.7% |
| YTD | -17.2% | -28.0% | +10.9% | -15.3% |
| 1Y | -14.2% | +16.1% | -30.4% | -17.1% |
| 3Y | +15.6% | +84.0% | -68.4% | +1.3% |
| 5Y | +26.2% | -35.4% | +61.6% | +18.9% |
| All | +138.8% | +1,024.2% | -885.5% | +84.9% |
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