+442.2%
MTZ vs ARWR
+1,055.7%
-613.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.3% |
| 7D | -8.7% | -17.7% | +9.0% | -6.4% |
| 30D | -15.0% | -21.9% | +7.0% | -12.2% |
| 3M | -32.6% | -44.5% | +11.9% | -26.8% |
| 6M | -56.3% | -32.6% | -23.8% | -54.1% |
| YTD | -16.8% | -26.2% | +9.4% | -14.1% |
| 1Y | -10.0% | +23.0% | -33.0% | -14.7% |
| 3Y | +267.1% | +81.8% | +185.4% | +209.9% |
| 5Y | +89.9% | -36.0% | +125.9% | +77.1% |
| 10Y | +442.2% | +1,039.5% | -597.3% | +301.9% |
| All | +442.2% | +1,055.7% | -613.4% | +301.9% |
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