+445.3%
MP vs ARWR
+136.6%
+308.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -2.9% | +1.7% | -4.5% | -3.2% |
| 30D | +13.8% | -0.7% | +14.5% | +14.0% |
| 3M | -16.7% | +14.9% | -31.6% | -19.4% |
| 6M | -11.5% | +32.6% | -44.1% | -17.3% |
| YTD | +7.9% | +30.0% | -22.1% | +0.8% |
| 1Y | -15.0% | +208.4% | -223.4% | -35.3% |
| 3Y | +153.5% | +208.8% | -55.3% | +76.0% |
| 5Y | +58.7% | +27.8% | +30.8% | +26.9% |
| All | +445.3% | +136.6% | +308.7% | +371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling