+157.1%
MMM vs ARWR
+105.6%
+51.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | +6.2% | -2.9% | +9.1% | +6.5% |
| 30D | +14.2% | -5.4% | +19.6% | +14.7% |
| 3M | +2.9% | -32.2% | +35.1% | +6.2% |
| 6M | +27.6% | -26.5% | +54.1% | +30.2% |
| YTD | +17.3% | -12.4% | +29.7% | +17.2% |
| 1Y | +15.1% | +46.9% | -31.8% | +8.4% |
| 3Y | +157.1% | +116.0% | +41.2% | +113.9% |
| All | +157.1% | +105.6% | +51.5% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling