+110.2%
MTB vs ARWR
+1,024.2%
-914.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +1.5% | -17.8% | +19.4% | +3.0% |
| 30D | +2.3% | -18.1% | +20.5% | +3.8% |
| 3M | -12.1% | -44.2% | +32.1% | -8.3% |
| 6M | +9.8% | -38.6% | +48.5% | +13.3% |
| YTD | +12.0% | -28.0% | +40.0% | +13.7% |
| 1Y | +22.0% | +16.1% | +5.9% | +18.8% |
| 3Y | +107.6% | +84.0% | +23.6% | +88.1% |
| 5Y | +61.9% | -35.4% | +97.2% | +53.3% |
| All | +110.2% | +1,024.2% | -914.0% | +78.8% |
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 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