+3,109.1%
MPC vs ARWR
+994.2%
+2,114.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -15.3% | +19.9% | +5.8% |
| 7D | -9.4% | -17.3% | +7.9% | -8.2% |
| 30D | -14.3% | -21.5% | +7.2% | -12.9% |
| 3M | +31.1% | -43.8% | +74.9% | +36.5% |
| 6M | +60.3% | -32.3% | +92.5% | +63.6% |
| YTD | +142.5% | -25.8% | +168.3% | +144.2% |
| 1Y | +104.6% | +25.5% | +79.1% | +95.7% |
| 3Y | +191.7% | +84.1% | +107.6% | +159.5% |
| 5Y | +549.2% | -39.2% | +588.4% | +515.2% |
| 10Y | +1,106.2% | +1,072.4% | +33.8% | +797.6% |
| All | +3,109.1% | +994.2% | +2,114.8% | +2,298.8% |
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