+3,070.5%
MLM vs ARWR
-95.2%
+3,165.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.9% | +1.7% | -4.6% | -2.9% |
| 30D | -6.8% | -0.7% | -6.2% | -6.8% |
| 3M | -11.2% | +14.9% | -26.1% | -11.4% |
| 6M | -21.8% | +32.6% | -54.5% | -22.1% |
| YTD | -17.0% | +30.0% | -47.0% | -17.2% |
| 1Y | -16.4% | +208.4% | -224.7% | -17.2% |
| 3Y | +14.5% | +208.8% | -194.3% | +12.9% |
| 5Y | +41.7% | +27.8% | +13.9% | +40.4% |
| 10Y | +200.0% | +1,107.6% | -907.5% | +190.5% |
| All | +3,070.5% | -95.2% | +3,165.7% | +2,569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling