+45.8%
MPC vs ARWR
-25.6%
+71.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.8% | +2.9% | -5.0% |
| 7D | -12.8% | -5.0% | -7.8% | -13.4% |
| 30D | -12.7% | -6.6% | -6.1% | -13.5% |
| 3M | +27.1% | -33.9% | +61.0% | +20.1% |
| 6M | +45.8% | -23.3% | +69.1% | +42.9% |
| All | +45.8% | -25.6% | +71.4% | +42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling