+3,247.4%
MTB vs ARWR
-98.4%
+3,345.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +1.5% | -17.8% | +19.4% | +1.6% |
| 30D | +2.3% | -18.1% | +20.5% | +2.4% |
| 3M | -12.1% | -44.2% | +32.1% | -11.9% |
| 6M | +9.8% | -38.6% | +48.5% | +10.0% |
| YTD | +12.0% | -28.0% | +40.0% | +12.1% |
| 1Y | +22.0% | +16.1% | +5.9% | +21.9% |
| 3Y | +107.6% | +84.0% | +23.6% | +106.6% |
| 5Y | +61.9% | -35.4% | +97.2% | +61.5% |
| 10Y | +116.3% | +1,043.1% | -926.8% | +113.6% |
| All | +3,247.4% | -98.4% | +3,345.8% | +3,235.2% |
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 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