+96.6%
MPC vs ARWR
+44.4%
+52.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.1% |
| 7D | -16.2% | -2.9% | -13.3% | -16.4% |
| 30D | -15.7% | -5.4% | -10.3% | -16.1% |
| 3M | +24.9% | -32.2% | +57.1% | +20.5% |
| 6M | +52.7% | -26.5% | +79.2% | +49.2% |
| YTD | +131.9% | -12.4% | +144.3% | +130.1% |
| 1Y | +96.6% | +46.9% | +49.8% | +91.4% |
| All | +96.6% | +44.4% | +52.2% | +91.4% |
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