+714.5%
MTZ vs ARWR
+1,099.2%
-384.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | -11.1% | -0.7% | -10.4% | -11.0% |
| 3M | -36.7% | +14.9% | -51.6% | -38.1% |
| 6M | -21.9% | +32.6% | -54.6% | -25.4% |
| YTD | +9.1% | +30.0% | -20.9% | +4.3% |
| 1Y | +30.0% | +208.4% | -178.4% | +9.0% |
| 3Y | +138.5% | +208.8% | -70.3% | +89.4% |
| 5Y | +158.3% | +27.8% | +130.5% | +120.4% |
| All | +714.5% | +1,099.2% | -384.6% | +479.1% |
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 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