-2.6%
MTZ vs ARWR
+15.8%
-18.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.4% |
| 7D | +16.5% | -17.9% | +34.4% | +19.8% |
| 30D | -10.2% | -18.9% | +8.7% | -7.6% |
| 3M | -34.2% | -46.0% | +11.8% | -25.9% |
| 6M | -56.0% | -40.3% | -15.6% | -51.6% |
| YTD | -14.8% | -29.0% | +14.1% | -9.7% |
| All | -2.6% | +15.8% | -18.4% | -1.8% |
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