+32.0%
MLM vs ARWR
-29.8%
+61.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.8% | +1.6% | -4.3% |
| 7D | -1.2% | -5.0% | +3.8% | -0.6% |
| 30D | +7.9% | -6.6% | +14.6% | +8.8% |
| 3M | -4.5% | -33.9% | +29.4% | +0.4% |
| 6M | -12.6% | -23.3% | +10.7% | -10.4% |
| YTD | -14.9% | -13.5% | -1.4% | -14.4% |
| 1Y | -13.1% | +42.5% | -55.6% | -18.6% |
| 3Y | +21.2% | +104.1% | -82.9% | +0.9% |
| 5Y | +32.0% | -28.8% | +60.8% | +18.8% |
| All | +32.0% | -29.8% | +61.8% | +18.8% |
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