+6,631.6%
MTZ vs ARWR
-98.0%
+6,729.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.8% | +1.6% | -5.1% |
| 7D | -10.6% | -5.0% | -5.6% | -10.6% |
| 30D | -30.4% | -6.6% | -23.8% | -30.4% |
| 3M | -40.4% | -33.9% | -6.5% | -40.3% |
| 6M | -63.7% | -23.3% | -40.4% | -63.6% |
| YTD | -26.9% | -13.5% | -13.4% | -26.8% |
| 1Y | -20.2% | +42.5% | -62.7% | -20.4% |
| 3Y | +208.1% | +104.1% | +104.0% | +206.1% |
| 5Y | +69.4% | -28.8% | +98.2% | +68.8% |
| 10Y | +440.6% | +911.6% | -471.0% | +433.1% |
| All | +6,631.6% | -98.0% | +6,729.6% | +6,857.1% |
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