-34.6%
MP vs ARWR
+59.7%
-94.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.6% | -8.6% | -5.7% |
| 7D | -12.5% | +2.4% | -14.9% | -12.9% |
| 30D | -23.3% | -1.1% | -22.2% | -23.2% |
| 3M | -24.4% | -31.2% | +6.8% | -19.7% |
| 6M | -45.8% | -19.3% | -26.5% | -43.9% |
| YTD | -28.9% | -7.1% | -21.8% | -28.4% |
| 1Y | -34.6% | +62.9% | -97.5% | -33.6% |
| All | -34.6% | +59.7% | -94.3% | -33.6% |
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