+79.6%
MMM vs ARWR
+1,055.7%
-976.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +7.0% | -17.7% | +24.6% | +8.5% |
| 30D | +18.4% | -21.9% | +40.3% | +20.5% |
| 3M | +4.5% | -44.5% | +49.0% | +9.0% |
| 6M | +33.4% | -32.6% | +66.0% | +36.6% |
| YTD | +20.0% | -26.2% | +46.1% | +21.5% |
| 1Y | +15.0% | +23.0% | -7.9% | +11.3% |
| 3Y | +165.0% | +81.8% | +83.2% | +139.4% |
| 5Y | +47.9% | -36.0% | +83.9% | +39.8% |
| 10Y | +79.6% | +1,039.5% | -959.9% | +44.5% |
| All | +79.6% | +1,055.7% | -976.0% | +44.5% |
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