-11.5%
MTZ vs ARWR
+44.4%
-55.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.2% | +8.3% | +9.3% |
| 7D | -6.4% | -2.9% | -3.5% | -5.9% |
| 30D | -22.1% | -5.4% | -16.7% | -21.3% |
| 3M | -32.7% | -32.2% | -0.4% | -26.9% |
| 6M | -59.8% | -26.5% | -33.3% | -57.3% |
| YTD | -19.9% | -12.4% | -7.5% | -17.6% |
| 1Y | -11.5% | +46.9% | -58.3% | -13.8% |
| All | -11.5% | +44.4% | -55.9% | -13.8% |
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