+501.4%
MTZ vs ARWR
+906.2%
-404.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.2% | +8.3% | +9.4% |
| 7D | -6.4% | -2.9% | -3.5% | -6.1% |
| 30D | -22.1% | -5.4% | -16.7% | -21.5% |
| 3M | -32.7% | -32.2% | -0.4% | -29.0% |
| 6M | -59.8% | -26.5% | -33.3% | -58.2% |
| YTD | -19.9% | -12.4% | -7.5% | -19.2% |
| 1Y | -11.5% | +46.9% | -58.3% | -17.6% |
| 3Y | +258.1% | +116.0% | +142.1% | +199.3% |
| 5Y | +85.5% | -28.0% | +113.5% | +71.0% |
| All | +501.4% | +906.2% | -404.8% | +368.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling