+297.2%
MTZ vs ARWR
+79.9%
+217.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -15.3% | +23.9% | +11.4% |
| 7D | -2.4% | -17.3% | +14.9% | +0.5% |
| 30D | -11.1% | -21.5% | +10.4% | -7.6% |
| 3M | -30.6% | -43.8% | +13.2% | -23.2% |
| 6M | -54.4% | -32.3% | -22.1% | -51.4% |
| YTD | -13.0% | -25.8% | +12.8% | -9.5% |
| 1Y | -5.7% | +25.5% | -31.2% | -12.0% |
| 3Y | +297.2% | +84.1% | +213.0% | +228.0% |
| All | +297.2% | +79.9% | +217.3% | +228.0% |
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