+264.6%
MP vs ARWR
+34.3%
+230.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -15.7% | +18.7% | +6.2% |
| 7D | -3.6% | -17.7% | +14.1% | -0.1% |
| 30D | -21.0% | -21.9% | +0.9% | -17.2% |
| 3M | -33.3% | -44.5% | +11.2% | -25.1% |
| 6M | -45.9% | -32.6% | -13.3% | -42.1% |
| YTD | -27.8% | -26.2% | -1.6% | -24.7% |
| 1Y | -43.2% | +23.0% | -66.2% | -47.5% |
| 3Y | +144.0% | +81.8% | +62.3% | +88.2% |
| 5Y | -6.1% | -36.0% | +29.9% | -14.2% |
| All | +264.6% | +34.3% | +230.3% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling