+3,101.0%
MPC vs ARWR
+1,818.7%
+1,282.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +5.4% | +1.7% | +3.8% | +5.3% |
| 30D | +31.0% | -0.7% | +31.6% | +31.0% |
| 3M | +46.0% | +14.9% | +31.2% | +43.8% |
| 6M | +77.3% | +32.6% | +44.7% | +71.7% |
| YTD | +141.9% | +30.0% | +111.9% | +134.1% |
| 1Y | +120.9% | +208.4% | -87.4% | +96.8% |
| 3Y | +182.7% | +208.8% | -26.1% | +142.2% |
| 5Y | +646.4% | +27.8% | +618.6% | +567.8% |
| 10Y | +1,138.7% | +1,107.6% | +31.2% | +804.7% |
| All | +3,101.0% | +1,818.7% | +1,282.3% | +2,199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling