-14.3%
MTZ vs ARWR
+59.7%
-74.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.6% | -19.0% | -16.1% |
| 7D | -7.4% | +2.4% | -9.8% | -8.0% |
| 30D | -23.6% | -1.1% | -22.5% | -23.6% |
| 3M | -38.3% | -31.2% | -7.1% | -33.2% |
| 6M | -60.6% | -19.3% | -41.3% | -58.9% |
| YTD | -22.9% | -7.1% | -15.8% | -21.7% |
| 1Y | -14.3% | +62.9% | -77.2% | -18.7% |
| All | -14.3% | +59.7% | -74.0% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling