+1,171.8%
MPC vs ARWR
+1,024.2%
+147.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +11.2% | -17.8% | +29.1% | +13.1% |
| 30D | -14.5% | -18.1% | +3.7% | -13.1% |
| 3M | +16.7% | -44.2% | +60.8% | +22.7% |
| 6M | +67.6% | -38.6% | +106.2% | +73.6% |
| YTD | +157.9% | -28.0% | +186.0% | +160.6% |
| 1Y | +116.7% | +16.1% | +100.5% | +106.0% |
| 3Y | +199.8% | +84.0% | +115.8% | +156.3% |
| 5Y | +604.4% | -35.4% | +639.8% | +552.7% |
| All | +1,171.8% | +1,024.2% | +147.5% | +813.5% |
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