-32.6%
MP vs ARWR
+17.3%
-50.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | +9.5% | -17.8% | +27.3% | +12.3% |
| 30D | -3.0% | -18.1% | +15.2% | -0.3% |
| 3M | -30.4% | -44.2% | +13.8% | -23.7% |
| 6M | -39.2% | -38.6% | -0.5% | -34.5% |
| YTD | -23.3% | -28.0% | +4.8% | -19.8% |
| 1Y | -32.6% | +16.1% | -48.8% | -30.0% |
| All | -32.6% | +17.3% | -50.0% | -30.0% |
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