-4.3%
MTZ vs ARWR
+25.1%
-29.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.5% |
| 7D | +12.9% | -19.9% | +32.8% | +17.0% |
| 30D | -8.5% | -18.7% | +10.2% | -5.7% |
| 3M | -30.6% | -44.7% | +14.1% | -22.1% |
| 6M | -55.1% | -36.5% | -18.6% | -51.2% |
| YTD | -13.0% | -25.7% | +12.7% | -8.4% |
| 1Y | -4.3% | +18.9% | -23.2% | -3.9% |
| All | -4.3% | +25.1% | -29.4% | -3.9% |
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 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