+258.1%
MTZ vs ARWR
+105.6%
+152.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.2% | +8.3% | +9.3% |
| 7D | -6.4% | -2.9% | -3.5% | -6.0% |
| 30D | -22.1% | -5.4% | -16.7% | -21.3% |
| 3M | -32.7% | -32.2% | -0.4% | -27.7% |
| 6M | -59.8% | -26.5% | -33.3% | -57.7% |
| YTD | -19.9% | -12.4% | -7.5% | -18.8% |
| 1Y | -11.5% | +46.9% | -58.3% | -19.3% |
| 3Y | +258.1% | +116.0% | +142.1% | +187.5% |
| All | +258.1% | +105.6% | +152.5% | +187.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling