+9,945.7%
MTZ vs ARWR
-97.0%
+10,042.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -1.6% | +1.7% | -3.3% | -1.6% |
| 30D | -11.1% | -0.7% | -10.4% | -11.1% |
| 3M | -36.7% | +14.9% | -51.6% | -36.8% |
| 6M | -21.9% | +32.6% | -54.6% | -22.1% |
| YTD | +9.1% | +30.0% | -20.9% | +8.9% |
| 1Y | +30.0% | +208.4% | -178.4% | +29.0% |
| 3Y | +138.5% | +208.8% | -70.3% | +136.2% |
| 5Y | +158.3% | +27.8% | +130.5% | +156.7% |
| 10Y | +700.8% | +1,107.6% | -406.8% | +688.0% |
| All | +9,945.7% | -97.0% | +10,042.7% | +10,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling