+169.2%
MTB vs ARWR
+1,080.6%
-911.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -0.4% | -4.3% | +3.9% | -0.1% |
| 30D | -4.6% | -7.3% | +2.7% | -4.1% |
| 3M | +7.4% | +17.0% | -9.6% | +5.9% |
| 6M | +18.7% | +39.8% | -21.1% | +15.1% |
| YTD | +21.1% | +24.7% | -3.6% | +18.3% |
| 1Y | +24.1% | +186.5% | -162.4% | +13.2% |
| 3Y | +115.3% | +176.8% | -61.4% | +90.4% |
| 5Y | +106.0% | +29.3% | +76.7% | +86.6% |
| All | +169.2% | +1,080.6% | -911.4% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling