+83.0%
MMM vs ARWR
+921.6%
-838.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.3% | +17.2% | +3.1% |
| 7D | +5.8% | -17.3% | +23.1% | +7.2% |
| 30D | +17.9% | -21.5% | +39.5% | +20.0% |
| 3M | +3.6% | -43.8% | +47.4% | +8.0% |
| 6M | +32.9% | -32.3% | +65.2% | +36.0% |
| YTD | +19.5% | -25.8% | +45.3% | +21.0% |
| 1Y | +16.5% | +25.5% | -9.0% | +12.6% |
| 3Y | +167.2% | +84.1% | +83.0% | +141.1% |
| 5Y | +48.2% | -39.2% | +87.5% | +40.5% |
| 10Y | +83.0% | +1,072.4% | -989.4% | +47.0% |
| All | +83.0% | +921.6% | -838.6% | +47.0% |
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 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