+44.5%
MMM vs ARWR
-38.4%
+82.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.9% |
| 7D | -0.8% | -17.9% | +17.1% | +1.0% |
| 30D | +14.4% | -18.9% | +33.3% | +16.7% |
| 3M | +1.8% | -46.0% | +47.7% | +8.0% |
| 6M | +31.3% | -40.3% | +71.6% | +37.2% |
| YTD | +18.0% | -29.0% | +46.9% | +20.3% |
| 1Y | +10.9% | +13.8% | -3.0% | +6.4% |
| 3Y | +160.6% | +74.9% | +85.7% | +121.8% |
| 5Y | +44.5% | -36.2% | +80.7% | +21.7% |
| All | +44.5% | -38.4% | +82.9% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling