+492.6%
MTZ vs ARWR
+921.6%
-428.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -15.3% | +23.9% | +10.9% |
| 7D | -2.4% | -17.3% | +14.9% | -0.1% |
| 30D | -11.1% | -21.5% | +10.4% | -8.2% |
| 3M | -30.6% | -43.8% | +13.2% | -24.8% |
| 6M | -54.4% | -32.3% | -22.1% | -52.1% |
| YTD | -13.0% | -25.8% | +12.8% | -10.3% |
| 1Y | -5.7% | +25.5% | -31.2% | -10.9% |
| 3Y | +297.2% | +84.1% | +213.0% | +234.6% |
| 5Y | +95.9% | -39.2% | +135.1% | +83.9% |
| 10Y | +492.6% | +1,072.4% | -579.7% | +339.1% |
| All | +492.6% | +921.6% | -428.9% | +339.1% |
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