+226.9%
MTZ vs ARWR
+103.1%
+123.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.8% | +1.6% | -3.8% |
| 7D | -10.6% | -5.0% | -5.6% | -9.8% |
| 30D | -30.4% | -6.6% | -23.8% | -29.6% |
| 3M | -40.4% | -33.9% | -6.5% | -35.7% |
| 6M | -63.7% | -23.3% | -40.4% | -62.0% |
| YTD | -26.9% | -13.5% | -13.4% | -25.7% |
| 1Y | -20.2% | +42.5% | -62.7% | -26.8% |
| All | +226.9% | +103.1% | +123.8% | +163.0% |
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