+65.1%
MTB vs ARWR
-39.6%
+104.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -0.7% | -17.7% | +17.0% | +1.1% |
| 30D | +1.4% | -21.9% | +23.3% | +3.8% |
| 3M | -11.6% | -44.5% | +32.9% | -6.5% |
| 6M | +5.4% | -32.6% | +38.0% | +8.7% |
| YTD | +11.7% | -26.2% | +37.9% | +13.6% |
| 1Y | +20.5% | +23.0% | -2.4% | +15.2% |
| 3Y | +104.5% | +81.8% | +22.8% | +76.2% |
| 5Y | +65.1% | -36.0% | +101.1% | +43.1% |
| All | +65.1% | -39.6% | +104.7% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling