+3,215.7%
MPC vs ARWR
+996.9%
+2,218.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.4% |
| 7D | +2.6% | -19.9% | +22.5% | +4.2% |
| 30D | -12.2% | -18.7% | +6.5% | -11.0% |
| 3M | +20.1% | -44.7% | +64.8% | +25.2% |
| 6M | +60.6% | -36.5% | +97.1% | +64.8% |
| YTD | +150.6% | -25.7% | +176.2% | +152.3% |
| 1Y | +104.7% | +18.9% | +85.7% | +96.7% |
| 3Y | +194.5% | +83.1% | +111.4% | +162.1% |
| 5Y | +582.3% | -34.9% | +617.1% | +542.7% |
| 10Y | +1,135.3% | +1,080.9% | +54.4% | +818.8% |
| All | +3,215.7% | +996.9% | +2,218.8% | +2,378.1% |
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