+114.8%
MTB vs ARWR
+181.4%
-66.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +2.8% | +2.9% | -0.1% | +2.5% |
| 30D | -4.2% | -2.9% | -1.3% | -3.9% |
| 3M | +7.8% | +15.2% | -7.4% | +5.8% |
| 6M | +14.8% | +42.3% | -27.5% | +9.7% |
| YTD | +20.8% | +28.2% | -7.4% | +16.4% |
| 1Y | +23.1% | +213.2% | -190.1% | +6.0% |
| 3Y | +114.8% | +184.6% | -69.8% | +69.6% |
| All | +114.8% | +181.4% | -66.5% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling