+29.4%
MMM vs ARWR
+28.5%
+0.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | +1.7% | -5.0% | -3.5% |
| 30D | -7.0% | -0.7% | -6.4% | -7.0% |
| 3M | +10.8% | +14.9% | -4.1% | +8.8% |
| 6M | +5.8% | +32.6% | -26.9% | +1.8% |
| YTD | +6.8% | +30.0% | -23.3% | +2.7% |
| 1Y | +10.4% | +208.4% | -198.0% | -4.7% |
| 3Y | +104.7% | +208.8% | -104.1% | +65.2% |
| All | +29.4% | +28.5% | +0.9% | +5.1% |
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 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