+1,098.3%
MPC vs ARWR
+1,055.7%
+42.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -8.8% | -17.7% | +8.8% | -7.3% |
| 30D | -14.4% | -21.9% | +7.5% | -12.6% |
| 3M | +21.9% | -44.5% | +66.5% | +28.4% |
| 6M | +60.1% | -32.6% | +92.7% | +64.3% |
| YTD | +142.3% | -26.2% | +168.5% | +144.3% |
| 1Y | +101.7% | +23.0% | +78.7% | +90.7% |
| 3Y | +184.8% | +81.8% | +103.0% | +144.0% |
| 5Y | +564.6% | -36.0% | +600.6% | +517.3% |
| 10Y | +1,098.3% | +1,039.5% | +58.8% | +759.5% |
| All | +1,098.3% | +1,055.7% | +42.7% | +759.5% |
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