+140.5%
MLM vs ARWR
+1,009.4%
-868.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.8% |
| 7D | -2.0% | -17.9% | +16.0% | -0.1% |
| 30D | +9.5% | -18.9% | +28.4% | +11.7% |
| 3M | -4.7% | -46.0% | +41.2% | +1.2% |
| 6M | -10.7% | -40.3% | +29.6% | -6.5% |
| YTD | -16.6% | -29.0% | +12.4% | -14.6% |
| 1Y | -15.4% | +13.8% | -29.2% | -18.0% |
| 3Y | +15.9% | +74.9% | -59.0% | +2.1% |
| 5Y | +27.1% | -36.2% | +63.4% | +20.0% |
| All | +140.5% | +1,009.4% | -868.9% | +86.5% |
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