+10.9%
MMM vs ARWR
+12.4%
-1.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.2% |
| 7D | -0.8% | -17.9% | +17.1% | -0.1% |
| 30D | +14.4% | -18.9% | +33.3% | +15.3% |
| 3M | +1.8% | -46.0% | +47.7% | +3.9% |
| 6M | +31.3% | -40.3% | +71.6% | +33.4% |
| YTD | +18.0% | -29.0% | +46.9% | +17.9% |
| 1Y | +10.9% | +13.8% | -3.0% | +10.1% |
| All | +10.9% | +12.4% | -1.5% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling