+3,005.7%
MPC vs ARWR
+1,176.9%
+1,828.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.8% | +2.9% | -3.4% |
| 7D | -12.8% | -5.0% | -7.8% | -12.4% |
| 30D | -12.7% | -6.6% | -6.1% | -12.3% |
| 3M | +27.1% | -33.9% | +61.0% | +30.9% |
| 6M | +45.8% | -23.3% | +69.1% | +47.6% |
| YTD | +134.7% | -13.5% | +148.2% | +133.9% |
| 1Y | +106.0% | +42.5% | +63.5% | +95.6% |
| 3Y | +165.5% | +104.1% | +61.4% | +134.7% |
| 5Y | +540.9% | -28.8% | +569.7% | +500.9% |
| 10Y | +1,133.6% | +911.6% | +222.0% | +817.5% |
| All | +3,005.7% | +1,176.9% | +1,828.8% | +2,197.6% |
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