+3,530.8%
MTB vs ARWR
-97.0%
+3,627.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | +1.7% | 0.0% | +1.7% |
| 30D | -4.2% | -0.7% | -3.5% | -4.2% |
| 3M | +8.9% | +14.9% | -6.0% | +8.8% |
| 6M | +10.9% | +32.6% | -21.8% | +10.7% |
| YTD | +21.5% | +30.0% | -8.6% | +21.3% |
| 1Y | +21.9% | +208.4% | -186.4% | +21.3% |
| 3Y | +109.2% | +208.8% | -99.5% | +107.8% |
| 5Y | +102.0% | +27.8% | +74.2% | +100.9% |
| 10Y | +171.9% | +1,107.6% | -935.6% | +168.1% |
| All | +3,530.8% | -97.0% | +3,627.8% | +3,508.9% |
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