+167.0%
MPC vs ARWR
+103.1%
+63.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.8% | +2.9% | -3.6% |
| 7D | -12.8% | -5.0% | -7.8% | -12.6% |
| 30D | -12.7% | -6.6% | -6.1% | -12.5% |
| 3M | +27.1% | -33.9% | +61.0% | +29.2% |
| 6M | +45.8% | -23.3% | +69.1% | +46.5% |
| YTD | +134.7% | -13.5% | +148.2% | +132.9% |
| 1Y | +106.0% | +42.5% | +63.5% | +93.7% |
| All | +167.0% | +103.1% | +63.9% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling