+3,327.9%
MLM vs ARWR
-96.6%
+3,424.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +2.3% |
| 7D | +9.1% | +2.4% | +6.7% | +9.1% |
| 30D | +14.6% | -1.1% | +15.8% | +14.6% |
| 3M | +0.3% | -31.2% | +31.5% | +0.6% |
| 6M | -7.5% | -19.3% | +11.8% | -7.3% |
| YTD | -10.2% | -7.1% | -3.1% | -10.2% |
| 1Y | -10.5% | +62.9% | -73.4% | -11.0% |
| 3Y | +27.8% | +119.0% | -91.2% | +26.4% |
| 5Y | +38.9% | -24.4% | +63.3% | +38.2% |
| 10Y | +211.4% | +985.4% | -774.0% | +202.0% |
| All | +3,327.9% | -96.6% | +3,424.5% | +2,794.0% |
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