+3,151.0%
MLM vs ARWR
-96.8%
+3,247.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.8% | +1.6% | -5.1% |
| 7D | -1.2% | -5.0% | +3.8% | -1.2% |
| 30D | +7.9% | -6.6% | +14.6% | +8.0% |
| 3M | -4.5% | -33.9% | +29.4% | -4.1% |
| 6M | -12.6% | -23.3% | +10.7% | -12.5% |
| YTD | -14.9% | -13.5% | -1.4% | -14.8% |
| 1Y | -13.1% | +42.5% | -55.6% | -13.4% |
| 3Y | +21.2% | +104.1% | -82.9% | +20.0% |
| 5Y | +32.0% | -28.8% | +60.8% | +31.4% |
| 10Y | +195.3% | +911.6% | -716.3% | +186.5% |
| All | +3,151.0% | -96.8% | +3,247.7% | +2,646.3% |
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